├── .gitattributes ├── .gitignore ├── LICENSE ├── README.html ├── README.md ├── README.pdf ├── code ├── 1_Download_WRDS_Data.py ├── 2_Process_WRDS_Data.py ├── 3_Calculate_Kappas.py ├── firminfo.py ├── investors.py ├── kappas.py ├── our_plot_config.py ├── plots10_kappa_comparison_appendix.py ├── plots11_profit_simulations.py ├── plots1_basic_descriptives.py ├── plots2_kappa_official.py ├── plots3_big_three_four.py ├── plots4_investor_similarity.py ├── plots5_airlines_cereal.py ├── plots6_sole_vs_shared.py ├── plots7_short_interest_coverage.py ├── plots8_individual_firm_coverage.py ├── plots9_blackrock_vanguard.py ├── table3_variance_decomp.py ├── table4_kappa_correlation.py ├── utilities │ ├── date_util.py │ ├── matlab_util.py │ └── quantiles.py ├── wrds_checks.py ├── wrds_cleaning.py └── wrds_downloads.py ├── data ├── checks │ └── .keep ├── derived │ └── .keep ├── public │ ├── .gitattributes │ ├── .keep │ ├── DLE_markups_fig_v2.csv │ ├── airlines.parquet │ ├── big4.csv │ ├── cereal.parquet │ ├── manager_consolidations.csv │ ├── out_scrape.parquet │ └── permno_drops.csv └── wrds │ └── .keep ├── figures └── .keep ├── requirements.txt ├── run_all.bat ├── run_all.sh ├── tables └── .keep └── wrds_constituents.pdf /.gitattributes: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chrisconlon/CommonOwnerReplication/HEAD/.gitattributes -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chrisconlon/CommonOwnerReplication/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/chrisconlon/CommonOwnerReplication/HEAD/LICENSE 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