sho_r3000_gvkeys {farr} | R Documentation |
A data set containing the tickers, PERMNOs, GVKEYs, and treatment assignments for Russell 3000 sample used by SEC.
sho_r3000_gvkeys
A tibble with 2,951 rows × 3 variables.
Ticker
PERMNO (CRSP security identifier)
GVKEY (Compustat firm identifier)
Indicator for stock being part of Reg SHO pilot program
https://iangow.github.io/far_book/natural-revisited.html#the-sho-pilot-sample