├── .gitignore ├── Docs ├── Comparison_to_HLZ.csv ├── Comparison_to_MetaReplications.csv ├── Ivo Citation request Final.xlsx └── mve_permco-plan2.md ├── LICENSE ├── Portfolios └── Code │ ├── 00_SettingsAndTools.R │ ├── 01_PortfolioFunction.R │ ├── 10_DownloadCRSP.R │ ├── 11_ProcessCRSP.R │ ├── 12_CreateCRSPPredictors.R │ ├── 12_SignalExhibits.R │ ├── 20_PredictorPorts.R │ ├── 21_PredictorExhibits.R │ ├── 30_PredictorAltPorts.R │ ├── 31_CheckPredictorsExhibits.R │ ├── 32_Predictor2x3Ports.R │ ├── 40_PlaceboPorts.R │ ├── 41_PlaceboExhibits.R │ ├── 50_DailyPredictorPorts.R │ ├── master.R │ └── requirements.txt ├── README.md ├── Shipping └── Code │ ├── 00_functions.r │ ├── 00_settings.yaml │ ├── 1_pack_signals.r │ ├── 2_pack_portfolios_and_results.r │ ├── 3_check_storage.r │ ├── 4_old_vs_new_check.R │ ├── generate_signaldoc_browser.py │ └── master_shipping.r ├── SignalDoc-Browser.html ├── SignalDoc.csv └── Signals ├── LegacyStataCode ├── 01_DownloadData.do ├── 02_CreatePredictors.do ├── 03_CreatePlacebos.do ├── 04_OM_Splicer_2024.R ├── DataDownloads │ ├── A_CCMLinkingTable.do │ ├── B_CompustatAnnual.do │ ├── C_CompustatQuarterly.do │ ├── D_CompustatPensions.do │ ├── E_CompustatBusinessSegments.do │ ├── F_CompustatCustomerSegments.do │ ├── G_CompustatShortInterest.do │ ├── H_CRSPDistributions.do │ ├── I2_CRSPmonthlyraw.do │ ├── I_CRSPmonthly.do │ ├── J_CRSPdaily.do │ ├── K_CRSPAcquisitions.do │ ├── L2_IBES_EPS_Adj.do │ ├── L_IBES_EPS_Unadj.do │ ├── M_IBES_Recommendations.do │ ├── N_IBES_UnadjustedActuals.do │ ├── O_Daily_Fama-French.do │ ├── P_Monthly_Fama-French.do │ ├── Q_MarketReturns.do │ ├── R_MonthlyLiquidityFactor.do │ ├── S_QFactorModel.do │ ├── T_VIX.do │ ├── U_GNPDeflator.do │ ├── V_TBill3M.do │ ├── W_BrokerDealerLeverage.do │ ├── X2_CIQCreditRatings.do │ ├── X_SPCreditRatings.do │ ├── ZA_IPODates.do │ ├── ZB_PIN.do │ ├── ZC_GovernanceIndex.do │ ├── ZD_CorwinSchultz.do │ ├── ZE_13F.do │ ├── ZF_CRSPIBESLink.do │ ├── ZG_BidaskTAQ.do │ ├── ZH_OptionMetrics.do │ ├── ZIR_Patents.R │ ├── ZI_PatentCitations.do │ ├── ZJR_InputOutputMomentum.R │ ├── ZJ_InputOutputMomentum.do │ ├── ZKR_CustomerSegments.R │ ├── ZK_CustomerMomentum.do │ └── ZL_CRSPOPTIONMETRICS.do ├── DebugSelect.do ├── Placebos │ ├── AMq.do │ ├── AssetGrowth_q.do │ ├── AssetLiquidityBook.do │ ├── AssetLiquidityBookQuart.do │ ├── AssetLiquidityMarket.do │ ├── AssetLiquidityMarketQuart.do │ ├── AssetTurnover.do │ ├── AssetTurnover_q.do │ ├── BMq.do │ ├── BetaBDLeverage.do │ ├── BetaSquared.do │ ├── BidAskTAQ.do │ ├── BookLeverageQuarterly.do │ ├── BrandCapital.do │ ├── CBOperProfLagAT.do │ ├── CBOperProfLagAT_q.do │ ├── CFq.do │ ├── CapTurnover.do │ ├── CapTurnover_q.do │ ├── ChNCOA.do │ ├── ChNCOL.do │ ├── ChangeRoA.do │ ├── ChangeRoE.do │ ├── DelSTI.do │ ├── DivYield.do │ ├── DivYieldAnn.do │ ├── EBM_q.do │ ├── EPq.do │ ├── ETR.do │ ├── EarningsSmoothness.do │ ├── EntMult_q.do │ ├── ForecastDispersionLT.do │ ├── GPlag.do │ ├── GPlag_q.do │ ├── GrGMToGrSales.do │ ├── GrSaleToGrReceivables.do │ ├── KZ.do │ ├── KZ_q.do │ ├── LaborforceEfficiency.do │ ├── Leverage_q.do │ ├── NetDebtPrice_q.do │ ├── NetPayoutYield_q.do │ ├── OPLeverage_q.do │ ├── OScore_q.do │ ├── OperProfLag.do │ ├── OperProfLag_q.do │ ├── OperProfRDLagAT.do │ ├── OperProfRDLagAT_q.do │ ├── PM_q.do │ ├── PS_q.do │ ├── PayoutYield_q.do │ ├── RD_q.do │ ├── RetNOA.do │ ├── RetNOA_q.do │ ├── SP_q.do │ ├── Tax_q.do │ ├── WW.do │ ├── WW_Q.do │ ├── ZScore.do │ ├── ZScore_q.do │ ├── ZZ1_EarningsPersistence_EarningsPredictability.do │ ├── ZZ1_EarningsValueRelevance_EarningsTimeliness_EarningsConservatism.do │ ├── ZZ1_PM_ChPM.do │ ├── ZZ1_betaRR_betaCC_betaRC_betaCR_betaNet.do │ ├── ZZ1_currat_pchcurrat.do │ ├── ZZ2_AccrualQuality_AccrualQualityJune.do │ ├── ZZ2_BetaDimson.do │ ├── ZZ2_DownsideBeta.do │ ├── ZZ2_FailureProbability_FailureProbabilityJune.do │ ├── ZZ2_IdioVolCAPM_ReturnSkewCAPM.do │ ├── ZZ2_IdioVolQF_ReturnSkewQF.do │ ├── ZZ3_DelayAcct_DelayNonAcct.do │ ├── cashdebt.do │ ├── cfpq.do │ ├── depr.do │ ├── fgr5yrNoLag.do │ ├── nanalyst.do │ ├── pchdepr.do │ ├── pchgm_pchsale.do │ ├── pchquick.do │ ├── pchsaleinv.do │ ├── quick.do │ ├── rd_sale.do │ ├── rd_sale_q.do │ ├── roavol.do │ ├── roic.do │ ├── salecash.do │ ├── saleinv.do │ ├── salerec.do │ ├── secured.do │ ├── securedind.do │ ├── sgr.do │ ├── sgr_q.do │ └── tang_q.do ├── Predictors │ ├── AM.do │ ├── Accruals.do │ ├── AccrualsBM.do │ ├── AdExp.do │ ├── AgeIPO.do │ ├── AnalystRevision.do │ ├── AssetGrowth.do │ ├── BM.do │ ├── BMdec.do │ ├── Beta.do │ ├── BetaLiquidityPS.do │ ├── BetaTailRisk.do │ ├── BidAskSpread.do │ ├── BookLeverage.do │ ├── BrandInvest.do │ ├── CBOperProf.do │ ├── CF.do │ ├── CPVolSpread.do │ ├── Cash.do │ ├── CashProd.do │ ├── ChAssetTurnover.do │ ├── ChEQ.do │ ├── ChForecastAccrual.do │ ├── ChInv.do │ ├── ChInvIA.do │ ├── ChNAnalyst.do │ ├── ChNNCOA.do │ ├── ChNWC.do │ ├── ChTax.do │ ├── ChangeInRecommendation.do │ ├── CitationsRD.do │ ├── CompEquIss.do │ ├── CompositeDebtIssuance.do │ ├── ConsRecomm.do │ ├── ConvDebt.do │ ├── CoskewACX.do │ ├── Coskewness.do │ ├── CredRatDG.do │ ├── CustomerMomentum.do │ ├── DebtIssuance.do │ ├── DelBreadth.do │ ├── DelCOA.do │ ├── DelCOL.do │ ├── DelDRC.do │ ├── DelEqu.do │ ├── DelFINL.do │ ├── DelLTI.do │ ├── DelNetFin.do │ ├── DivInit.do │ ├── DivOmit.do │ ├── DivSeason.do │ ├── DivYieldST.do │ ├── DolVol.do │ ├── DownRecomm.do │ ├── EP.do │ ├── EarnSupBig.do │ ├── EarningsConsistency.do │ ├── EarningsForecastDisparity.do │ ├── EarningsStreak.do │ ├── EarningsSurprise.do │ ├── EntMult.do │ ├── EquityDuration.do │ ├── ExchSwitch.do │ ├── ExclExp.do │ ├── FEPS.do │ ├── FirmAge.do │ ├── FirmAgeMom.do │ ├── ForecastDispersion.do │ ├── Frontier.do │ ├── GP.do │ ├── Governance.do │ ├── GrAdExp.do │ ├── GrLTNOA.do │ ├── GrSaleToGrInv.do │ ├── GrSaleToGrOverhead.do │ ├── Herf.do │ ├── HerfAsset.do │ ├── HerfBE.do │ ├── High52.do │ ├── IO_ShortInterest.do │ ├── Illiquidity.do │ ├── IndIPO.do │ ├── IndMom.do │ ├── IndRetBig.do │ ├── IntMom.do │ ├── InvGrowth.do │ ├── InvestPPEInv.do │ ├── Investment.do │ ├── LRreversal.do │ ├── Leverage.do │ ├── MRreversal.do │ ├── MS.do │ ├── MaxRet.do │ ├── MeanRankRevGrowth.do │ ├── Mom12m.do │ ├── Mom12mOffSeason.do │ ├── Mom6m.do │ ├── Mom6mJunk.do │ ├── MomOffSeason.do │ ├── MomOffSeason06YrPlus.do │ ├── MomOffSeason11YrPlus.do │ ├── MomOffSeason16YrPlus.do │ ├── MomRev.do │ ├── MomSeason.do │ ├── MomSeason06YrPlus.do │ ├── MomSeason11YrPlus.do │ ├── MomSeason16YrPlus.do │ ├── MomSeasonShort.do │ ├── MomVol.do │ ├── NOA.do │ ├── NetDebtFinance.do │ ├── NetDebtPrice.do │ ├── NetEquityFinance.do │ ├── NetPayoutYield.do │ ├── NumEarnIncrease.do │ ├── OPLeverage.do │ ├── OScore.do │ ├── OScore_q.do │ ├── OperProf.do │ ├── OperProfRD.do │ ├── OrderBacklog.do │ ├── OrderBacklogChg.do │ ├── PS.do │ ├── PatentsRD.do │ ├── PayoutYield.do │ ├── PctAcc.do │ ├── PctTotAcc.do │ ├── Price.do │ ├── ProbInformedTrading.do │ ├── RD.do │ ├── RDAbility.do │ ├── RDIPO.do │ ├── RDS.do │ ├── RDcap.do │ ├── REV6.do │ ├── Recomm_ShortInterest.do │ ├── ReturnSkew.do │ ├── RevenueSurprise.do │ ├── RoE.do │ ├── SP.do │ ├── STreversal.do │ ├── ShareIss1Y.do │ ├── ShareIss5Y.do │ ├── ShareRepurchase.do │ ├── ShareVol.do │ ├── ShortInterest.do │ ├── Size.do │ ├── SmileSlope.do │ ├── Spinoff.do │ ├── SurpriseRD.do │ ├── Tax.do │ ├── TotalAccruals.do │ ├── TrendFactor.do │ ├── UpRecomm.do │ ├── VarCF.do │ ├── VolMkt.do │ ├── VolSD.do │ ├── VolumeTrend.do │ ├── XFIN.do │ ├── ZZ0_RealizedVol_IdioVol3F_ReturnSkew3F.do │ ├── ZZ1_Activism1_Activism2.do │ ├── ZZ1_AnalystValue_AOP_PredictedFE_IntrinsicValue.do │ ├── ZZ1_EBM_BPEBM.do │ ├── ZZ1_FR_FRbook.do │ ├── ZZ1_IntanBM_IntanSP_IntanCFP_IntanEP.do │ ├── ZZ1_OptionVolume1_OptionVolume2.do │ ├── ZZ1_OrgCap_OrgCapNoAdj.do │ ├── ZZ1_RIO_MB_RIO_Disp_RIO_Turnover_RIO_Volatility.do │ ├── ZZ1_RIVolSpread.do │ ├── ZZ1_ResidualMomentum6m_ResidualMomentum.do │ ├── ZZ1_grcapx_grcapx1y_grcapx3y.do │ ├── ZZ1_zerotrade_zerotradeAlt1_zerotradeAlt12.do │ ├── ZZ2_AbnormalAccruals_AbnormalAccrualsPercent.do │ ├── ZZ2_AnnouncementReturn.do │ ├── ZZ2_BetaFP.do │ ├── ZZ2_IdioVolAHT.do │ ├── ZZ2_PriceDelaySlope_PriceDelayRsq_PriceDelayTstat.do │ ├── ZZ2_betaVIX.do │ ├── cfp.do │ ├── dCPVolSpread.do │ ├── dNoa.do │ ├── dVolCall.do │ ├── dVolPut.do │ ├── fgr5yrLag.do │ ├── hire.do │ ├── iomom_cust.do │ ├── iomom_supp.do │ ├── realestate.do │ ├── retConglomerate.do │ ├── roaq.do │ ├── sfe.do │ ├── sinAlgo.do │ ├── skew1.do │ ├── std_turn.do │ └── tang.do ├── SignalMasterTable.do ├── download_prep_data.sh ├── ffind.ado ├── master.do ├── prep_on_wrds.sh ├── requirements.txt ├── saveplacebo.do ├── savepredictor.do └── settings.do └── pyCode ├── 01_DownloadData.py ├── 02_CreatePredictors.py ├── 03_CreatePlacebos.py ├── DataDownloads ├── 00_map.yaml ├── 01_overrides.yaml ├── BEAInputOutput.py ├── BidAskSpreads.py ├── BrokerDealerLeverage.py ├── CCMLinkingTable.py ├── CIQCreditRatings.py ├── CRSPAcquisitions.py ├── CRSPDaily.py ├── CRSPDistributions.py ├── CRSPMonthly.py ├── CompustatAnnual.py ├── CompustatBusinessSegments.py ├── CompustatCustomerSegments.py ├── CompustatPensions.py ├── CompustatQuarterly.py ├── CompustatShortInterest.py ├── FamaFrenchDaily.py ├── FamaFrenchMonthly.py ├── GNPDeflator.py ├── GovernanceIndex.py ├── IBESCRSPLink.py ├── IBESEPSAdjusted.py ├── IBESEPSUnadjusted.py ├── IBESRecommendations.py ├── IBESUnadjustedActuals.py ├── IPODates.py ├── InstitutionalHoldings13F.py ├── LiquidityFactor.py ├── MarketReturns.py ├── OptionMetricsCRSPLink.py ├── PINData.py ├── PatentCitations.py ├── QFactorModel.py ├── SPCreditRatings.py ├── TreasuryBill3M.py └── VIX.py ├── Placebos ├── AMq.py ├── AssetGrowth_q.py ├── AssetLiquidityBook.py ├── AssetLiquidityBookQuart.py ├── AssetLiquidityMarket.py ├── AssetLiquidityMarketQuart.py ├── AssetTurnover.py ├── AssetTurnover_q.py ├── BMq.py ├── BetaBDLeverage.py ├── BetaSquared.py ├── BidAskTAQ.py ├── BookLeverageQuarterly.py ├── BrandCapital.py ├── CBOperProfLagAT.py ├── CBOperProfLagAT_q.py ├── CFq.py ├── CapTurnover.py ├── CapTurnover_q.py ├── ChNCOA.py ├── ChNCOL.py ├── ChangeRoA.py ├── ChangeRoE.py ├── DelSTI.py ├── DivYield.py ├── DivYieldAnn.py ├── EBM_q.py ├── EPq.py ├── ETR.py ├── EarningsSmoothness.py ├── EntMult_q.py ├── ForecastDispersionLT.py ├── GPlag.py ├── GPlag_q.py ├── GrGMToGrSales.py ├── GrSaleToGrReceivables.py ├── KZ.py ├── KZ_q.py ├── LaborforceEfficiency.py ├── Leverage_q.py ├── NetDebtPrice_q.py ├── NetPayoutYield_q.py ├── OPLeverage_q.py ├── OScore_q.py ├── OperProfLag.py ├── OperProfLag_q.py ├── OperProfRDLagAT.py ├── OperProfRDLagAT_q.py ├── PM_q.py ├── PS_q.py ├── PayoutYield_q.py ├── RD_q.py ├── RetNOA.py ├── RetNOA_q.py ├── SP_q.py ├── Tax_q.py ├── Tax_q_test.py ├── WW.py ├── WW_Q.py ├── ZScore.py ├── ZScore_q.py ├── ZZ1_EarningsPersistence_EarningsPredictability.py ├── ZZ1_EarningsValueRelevance_EarningsTimeliness_EarningsConservatism.py ├── ZZ1_PM_ChPM.py ├── ZZ1_betaRR_betaCC_betaRC_betaCR_betaNet.py ├── ZZ1_currat_pchcurrat.py ├── ZZ2_AccrualQuality_AccrualQualityJune.py ├── ZZ2_BetaDimson.py ├── ZZ2_DownsideBeta.py ├── ZZ2_FailureProbability_FailureProbabilityJune.py ├── ZZ2_IdioVolCAPM_ReturnSkewCAPM.py ├── ZZ2_IdioVolQF_ReturnSkewQF.py ├── ZZ3_DelayAcct_DelayNonAcct.py ├── cashdebt.py ├── cfpq.py ├── depr.py ├── fgr5yrNoLag.py ├── nanalyst.py ├── pchdepr.py ├── pchgm_pchsale.py ├── pchquick.py ├── pchsaleinv.py ├── quick.py ├── rd_sale.py ├── rd_sale_q.py ├── roavol.py ├── roic.py ├── salecash.py ├── saleinv.py ├── salerec.py ├── secured.py ├── securedind.py ├── sgr.py ├── sgr_q.py └── tang_q.py ├── Predictors ├── 00_map.yaml ├── AM.py ├── Accruals.py ├── AccrualsBM.py ├── AdExp.py ├── AgeIPO.py ├── AnalystRevision.py ├── AssetGrowth.py ├── BM.py ├── BMdec.py ├── Beta.py ├── BetaLiquidityPS.py ├── BetaTailRisk.py ├── BidAskSpread.py ├── BookLeverage.py ├── BrandInvest.py ├── CBOperProf.py ├── CF.py ├── CPVolSpread.py ├── Cash.py ├── CashProd.py ├── ChAssetTurnover.py ├── ChEQ.py ├── ChForecastAccrual.py ├── ChInv.py ├── ChInvIA.py ├── ChNAnalyst.py ├── ChNNCOA.py ├── ChNWC.py ├── ChTax.py ├── ChangeInRecommendation.py ├── CitationsRD.py ├── CompEquIss.py ├── CompositeDebtIssuance.py ├── ConsRecomm.py ├── ConvDebt.py ├── CoskewACX.py ├── Coskewness.py ├── CredRatDG.py ├── CustomerMomentum.py ├── DebtIssuance.py ├── DelBreadth.py ├── DelCOA.py ├── DelCOL.py ├── DelDRC.py ├── DelEqu.py ├── DelFINL.py ├── DelLTI.py ├── DelNetFin.py ├── DivInit.py ├── DivOmit.py ├── DivSeason.py ├── DivYieldST.py ├── DolVol.py ├── DownRecomm.py ├── EP.py ├── EarnSupBig.py ├── EarningsConsistency.py ├── EarningsForecastDisparity.py ├── EarningsStreak.py ├── EarningsSurprise.py ├── EntMult.py ├── EquityDuration.py ├── ExchSwitch.py ├── ExclExp.py ├── FEPS.py ├── FirmAge.py ├── FirmAgeMom.py ├── ForecastDispersion.py ├── Frontier.py ├── GP.py ├── Governance.py ├── GrAdExp.py ├── GrLTNOA.py ├── GrSaleToGrInv.py ├── GrSaleToGrOverhead.py ├── Herf.py ├── HerfAsset.py ├── HerfBE.py ├── High52.py ├── IO_ShortInterest.py ├── Illiquidity.py ├── IndIPO.py ├── IndMom.py ├── IndRetBig.py ├── IntMom.py ├── InvGrowth.py ├── InvestPPEInv.py ├── Investment.py ├── LRreversal.py ├── Leverage.py ├── MRreversal.py ├── MS.py ├── MaxRet.py ├── MeanRankRevGrowth.py ├── Mom12m.py ├── Mom12mOffSeason.py ├── Mom6m.py ├── Mom6mJunk.py ├── MomOffSeason.py ├── MomOffSeason06YrPlus.py ├── MomOffSeason11YrPlus.py ├── MomOffSeason16YrPlus.py ├── MomRev.py ├── MomSeason.py ├── MomSeason06YrPlus.py ├── MomSeason11YrPlus.py ├── MomSeason16YrPlus.py ├── MomSeasonShort.py ├── MomVol.py ├── NOA.py ├── NetDebtFinance.py ├── NetDebtPrice.py ├── NetEquityFinance.py ├── NetPayoutYield.py ├── NumEarnIncrease.py ├── OPLeverage.py ├── OScore.py ├── OperProf.py ├── OperProfRD.py ├── OrderBacklog.py ├── OrderBacklogChg.py ├── PS.py ├── PatentsRD.py ├── PayoutYield.py ├── PctAcc.py ├── PctTotAcc.py ├── Price.py ├── ProbInformedTrading.py ├── RD.py ├── RDAbility.py ├── RDIPO.py ├── RDS.py ├── RDcap.py ├── REV6.py ├── Recomm_ShortInterest.py ├── ReturnSkew.py ├── RevenueSurprise.py ├── RoE.py ├── SP.py ├── STreversal.py ├── ShareIss1Y.py ├── ShareIss5Y.py ├── ShareRepurchase.py ├── ShareVol.py ├── ShortInterest.py ├── Size.py ├── SmileSlope.py ├── Spinoff.py ├── SurpriseRD.py ├── Tax.py ├── TotalAccruals.py ├── TrendFactor.py ├── UpRecomm.py ├── VarCF.py ├── VolMkt.py ├── VolSD.py ├── VolumeTrend.py ├── XFIN.py ├── ZZ0_RealizedVol_IdioVol3F_ReturnSkew3F.py ├── ZZ1_Activism1_Activism2.py ├── ZZ1_AnalystValue_AOP_PredictedFE_IntrinsicValue.py ├── ZZ1_EBM_BPEBM.py ├── ZZ1_FR_FRbook.py ├── ZZ1_IntanBM_IntanSP_IntanCFP_IntanEP.py ├── ZZ1_OptionVolume1_OptionVolume2.py ├── ZZ1_OrgCap_OrgCapNoAdj.py ├── ZZ1_RIO_MB_RIO_Disp_RIO_Turnover_RIO_Volatility.py ├── ZZ1_RIVolSpread.py ├── ZZ1_ResidualMomentum6m_ResidualMomentum.py ├── ZZ1_grcapx_grcapx1y_grcapx3y.py ├── ZZ1_iomom_cust__iomom_supp.R ├── ZZ1_iomom_cust__iomom_supp.py ├── ZZ1_zerotrade_zerotradeAlt1_zerotradeAlt12.py ├── ZZ2_AbnormalAccruals_AbnormalAccrualsPercent.py ├── ZZ2_AnnouncementReturn.py ├── ZZ2_BetaFP.py ├── ZZ2_IdioVolAHT.py ├── ZZ2_PriceDelaySlope_PriceDelayRsq_PriceDelayTstat.py ├── ZZ2_betaVIX.py ├── cfp.py ├── dCPVolSpread.py ├── dNoa.py ├── dVolCall.py ├── dVolPut.py ├── fgr5yrLag.py ├── hire.py ├── realestate.py ├── retConglomerate.py ├── roaq.py ├── sfe.py ├── sinAlgo.py ├── skew1.py ├── std_turn.py └── tang.py ├── PrepScripts ├── OptionMetricsVolSurf.R ├── OptionMetricsVolume.R ├── OptionMetricsXZZ.R ├── bali_hovak.R ├── corwin_schultz_edit.sas ├── run_all_prep.sh ├── taq-chen-velikov │ ├── README.md │ ├── add_permnos.sas │ ├── combine_and_average.sas │ ├── iid_to_monthly.sas │ ├── issm_spreads.sas │ ├── macro_tclink.sas │ └── main.sh └── tr13f_pmg_edit.sas ├── SignalMasterTable.py ├── StataComparison ├── PredictorSummary2024.xlsx ├── TestPortFocused.R ├── leg4-Placebos.md ├── predictors_overrides.yaml ├── test_placebos.py └── test_predictors.py ├── config.py ├── dotenv.template ├── master.py ├── prep1_run_on_wrds.sh ├── prep2_dl_from_wrds.sh ├── requirements.txt └── utils ├── TestPortSelect.R ├── asrol.py ├── asrol_stata_exact.py ├── check-missing.py ├── compare_sum.py ├── fetch-doc.py ├── forward_fill.py ├── save_standardized.py ├── saveplacebo.py ├── sicff.py ├── stata_fastxtile.py ├── stata_regress.py ├── stata_replication.py ├── sum_dl.py ├── sum_pred.py ├── test_dl.py ├── test_signalmaster.py └── winsor2.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/OpenSourceAP/CrossSection/HEAD/.gitignore -------------------------------------------------------------------------------- /Docs/Comparison_to_HLZ.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/OpenSourceAP/CrossSection/HEAD/Docs/Comparison_to_HLZ.csv 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