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vickyyin1493 / Replication-FFJR

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Problem 5 We seem to be losing a lot of data points here. #10

Closed iangow closed 1 year ago

iangow commented 1 year ago

@vickyyin1493 @shizhe75

Problem 5 Evidence for supporting the claim made in FFJR on "large fraction of stock splits have been followed closely by dividend increases" We seem to be losing a lot of data points here. If we removed the filter for day_gap == 0, we would be able to get data. We were not sure if it's appropriate.

Where is day_gap == 0 meant to be doing? In the solution guide, it's only used to reduce the data to split-level statistics. It's not used in creating any data frames.

shizhe75 commented 1 year ago

Thank you @iangow. We have now removed this.