# Data and Code for Financial Accounting Research

## Documentation for package ‘farr’ version 0.3.2

- DESCRIPTION file.
- Package NEWS.

## Help Pages

aaer_dates | AAER dates from SEC
aaer_firm_year | AAERs from Bao et al. (2020)
apple_events | Dates for Apple Events
auc | Area under curve
aus_banks | Australian banks
aus_bank_funds | Australian bank fundamental data
aus_bank_rets | Australian bank stock market data
bloomfield_2021 | Firm-years in RDD analysis of Bloomfield (2021)
by_tag_year | Tags on StackOverflow
camp_attendance | Camp attendance
cmsw_2018 | Data for CMSW
comp | Data on accruals and auditor choice
confusion_stats | Confusion statistics.
fhk_firm_years | Firm-years for replication of Fang, Huang and Karpoff (2016)
fhk_pilot | Treatment indicators for SHO pilot firms
form_deciles | Form deciles
get_annc_dates | Produce a table mapping announcements to trading dates
get_event_cum_rets | Produce a table of cumulative event returns
get_event_cum_rets_mth | Produce a table of cumulative event returns using monthly data
get_event_dates | Produce a table mapping announcements to trading dates
get_event_rets | Produce a table of event returns
get_ff_ind | Fetch Fama-French industry grouping.
get_got_data | Generate simulated data as described in Gow, Ormazabal and Taylor (2010).
get_idd_periods | Period for Inevitable Disclosure Doctrine (IDD)
get_me_breakpoints | Create a table of with cut-offs for size portfolios
get_size_rets_monthly | Create a table of monthly returns for size portfolios
get_test_scores | A function returning data on test_scores.
get_trading_dates | Produce a table mapping dates on CRSP to "trading days"
gvkey_ciks | GVKEY-CIK links
idd_dates | Dates for Inevitable Disclosure Doctrine (IDD)
iliev_2010 | Data on public float
llz_2018 | GVKEYs used in Li, Lin and Zhang (2018)
load_parquet | Function to load parquet file into database.
michels_2017 | Data on firms suffering natural disasters
ndcg | Calculate metric: NDCG at k
pg_to_parquet | Save WRDS table as parquet file.
roc | A function returning data for a ROC plot.
rus | Random under-sampling function
rusboost | RUSBoost for two-class problems
sho_r3000 | Russell 3000 stocks at time of SEC Reg SHO sample formation.
sho_r3000_gvkeys | Russell 3000 sample used by SEC with GVKEYs
sho_r3000_sample | Russell 3000 sample used by SEC
sho_tickers | Tickers of pilot firms for Reg SHO.
state_hq | Data on firm headquarters based on SEC EDGAR filings
system_time | Version of 'system.time()' that works with assignment
test_scores | Test scores
truncate | Truncate a vector.
undisclosed_names | Customer names that represent non-disclosures.
winsorize | Winsorize a vector.
zhang_2007_events | Event dates from Zhang (2007)
zhang_2007_windows | Event windows from Zhang (2007)