Data + Artifacts — Eric So

Datasets

Implied Cost of Capital & Expected Return Data

Lee, Wang, So — Review of Financial Studies

Expectations Management Incentive (EMI)

Johnson, Kim, So — Review of Financial Studies

1985–2015 · Permno, Expected_ann_date, EMI

Daily Information Asymmetry Proxy (MIA)

Johnson, So — Management Science

2006–2018 · Permno, Date, MIA

Annual Earnings Forecasts

So — Journal of Financial Economics 108(3)

1978–2016 · GVKEY, CUSIP, FYEAR, FYR, ForecastDate, WF1/2/3, Shares

I do not guarantee the accuracy of this data. These files are intended as references that require updating and corrections. Use at your own risk.

AI & Education

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