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Stata guide

The latest version of my Stata guide (Introductory Guide to Using Stata in Empirical Financial Accounting Research) can be found here: https://github.com/dveenman/stataguide.

Other programs can also be found on my Github page.

Code to create prior analyst forecast pessimism measures from Veenman and Verwijmeren (2018, TAR)

Click here for the Stata do-file that helps to create the monthly consensus and individual prior forecast pessimism measures. See the paper, and in particular Section III and Figure 1, for more details. You can use the code at your discretion, but please properly cite Veenman and Verwijmeren (2018) as the original source of the code. Any errors are our own. We appreciate any feedback on the code and suggestions to improve it for future research purposes. 

Perl code used to identify presence of non-GAAP earnings disclosures in 8-K filings in Leung and Veenman (2018, JAR)

Click here for the Perl code used in Leung and Veenman (2018) to identify firm press releases in 8-K filings that likely contain a non-GAAP earnings disclosure.  The same code is available with syntax highlighting in an HTML file here.

See Leung and Veenman (2018) and in particular Appendix A for detailed information on the procedures used in the selection of 8-K filings and the identification of non-GAAP earnings information from the press releases. The code assumes the 8-K filings are located in the same directory as the code file. The 8-K file extensions were changed from *.txt to *.html for the purpose of reading the filings in HTML format in a browser for the later manual inspection and collection of the actual non-GAAP earnings information. You can use the code at your discretion, but please properly cite Leung and Veenman (2018) as the original source of the code. Any errors are our own. We appreciate any feedback on the code and suggestions to improve it for future research purposes.

For additional information, code, and data, including the hand-collected non-GAAP information from firms' press releases, see JAR's Online Supplements page (https://research.chicagobooth.edu/arc/journal-of-accounting-research/online-supplements).