├── .gitignore ├── 0_Environment.R ├── 1_Download_and_Clean.R ├── 2_DataMining.R ├── 2a_CompustatToLongshort.R ├── 2b_MatchDataMinedToPub.R ├── 2c_TickerToLongshort.R ├── 2d_RiskAdjustDataMinedSignals.R ├── 3_RiskVsMispricing.R ├── 3a_RiskVsMispricingPlots.R ├── 3b_RegDecayTable.R ├── 3c_DataCounts.R ├── 3d_StructuralBreak.R ├── 3e_DecayVsWordcountPlot.R ├── 3f_DecayVsModelcountPlot.R ├── 3g_DecayVsJournal.R ├── 4_ResearchVsDataMining.R ├── 4a_DataMiningSummary.R ├── 4b_DMCorrelationsPCASummary.R ├── 4c1_ResearchVsDMprep.R ├── 4c2_ResearchVsDMPlots.R ├── 4c3_ResearchVsAcctVsTicker.R ├── 4c4_RiskAdjustedResearchVsDMPlotsTV.R ├── 4c5_FullSampleRiskAdjustedResearchVsDMPlots.R ├── 4d2_InspectTables.R ├── 4d_ResearchVsDMRobustnessCorrelationsEtc.R ├── 4e_DM_Span_PCA.R ├── 6_TextAnalysis.R ├── 6a_TextCleaning.R ├── 6b_TextTables.R ├── 8_DMThemes.R ├── 8a_EZThemes.R ├── 8b_EZThemesRobustness.R ├── 99_ExportDataToCsv.R ├── Abbreviations.ipynb ├── CodeArchive ├── 2d_MatchDataMinedToPubTG2.R ├── 3bb_RegDecayTable_NoNorm.R ├── 3d_RiskVsMispricingPlotsCAPM.R ├── 4aa_DataMiningPCA.R ├── 4b_MatchingSummary.R ├── 4db_InspectTables_NoNormalization.R ├── 4e_DMThemes.R ├── 5_Robustness.R ├── 5a_AltDMPlots.R ├── 5b_RiskUsingFactors.R ├── 8c_ThemeDecay.R └── debug-signal-count.r ├── DEMO-DataMiningVsFamaFrench1992.R ├── DataInput ├── DM-Numerator-LitCat.xlsx ├── SignalsTheoryChecked.csv ├── Updated_Yan-Zheng-Compustat-Vars.xlsx └── Yan-Zheng-Compustat-Vars.xlsx ├── DataIntermediate ├── TextClassification.csv ├── anom_words.csv ├── freq_obs_1963.csv ├── risk_words.csv └── text_with_pdf_name.csv ├── MAIN.R ├── Papers_to_df.ipynb ├── README.md ├── Word2vec.R ├── helpers ├── risk_adjusted_helpers_fs.R └── risk_adjusted_helpers_tv.R ├── install_pcamethods.R ├── render_tables_4c4.tex ├── renv.lock └── renv └── settings.json /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chenandrewy/flex-mining/HEAD/.gitignore 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