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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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change tstk to tstkp #47

Closed mk0417 closed 3 years ago

mk0417 commented 3 years ago

tstkp is extracted from the sql query in Signals/Code/DataDownloads/B_CompustatAnnual.do, but tstk is referenced in line 64. it is better to change tstk to tstkp because there is another variable (tstk) in Compustat which might cause confusion.