Release data and datadate
Posted: 10 February 2015 04:30 AM   [ Ignore ]
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As I understood it, the datadate in Compustat is the fiscal year end date. However, I am interested in a release date for the financial statement, does Compustat or other wrds databases have this information? If not, is there a “standard” lag period to add to the datadate, so that the financial statement was released? I apologize if this have already been answered in another thread, but I couldn’t find it when I searched the forum.

thanks!

maagen

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Posted: 10 February 2015 08:25 AM   [ Ignore ]   [ # 1 ]
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hi,

The earnings announcement date is in Compustat Quarterly (rdq), and in IBES actuals.

I expect the 10-K filing date to be in Audit Analytics (not sure), but I use the SEC Archives, in a SAS dataset here: http://www.wrds.us/index.php/repository/view/25

Note that there are matching issues to match Compustat (or CRSP) data with Audit Analytics (the FKEY in AA is the CIK as used by the SEC; Compustat has the current CIK, and overwrites the historic ones if it changes).

best regards,

Joost

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