domains / families / research / jfqa-data-analysis

jfqa-data-analysis

separate

Use when running and documenting the empirical analysis for a Journal of Financial and Quantitative Analysis (JFQA) paper — finance data construction (CRSP/Compustat/TAQ/IBES), winsorizing, fixed effects, clustered and Newey-West standard errors, robustness, and heterogeneity — so results survive double-anonymous JFQA review and reproduce from the archived code. For theory papers, lighten this and document numerical examples instead.

When to use

• empirical analysis for a JFQA paper
• finance data construction (CRSP/Compustat/TAQ/IBES)
• winsorizing
• fixed effects
• clustered and Newey-West standard errors
• robustness
• heterogeneity
• reproducible numerical examples for theory papers

When not to use

• theory papers (lighten this and document numerical examples instead)

Skill page

Source