Check BMdec: some stocks have updates every 6 months?

OpenSourceAP / CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3604626

GNU General Public License v2.0

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Check BMdec: some stocks have updates every 6 months? #30

Closed chenandrewy closed 3 years ago

OpenSourceAP commented 3 years ago

I traced this to fiscal period end dates being different from December. Both numerator and denominator update correctly but if the fiscal period end date is not december, then the data items are updated in other months as well.