Category: Datasets
This dataset holds 19.2 million SEC filings over 1993-2019. Columns include company name (coname), form type (formtype), central index key (cik), the url of the full filing (filename) and filing date (date). Note that the cik is the historic cik at time of the filing, not the current cik.
This dataset is a merge of the master index files that are freely available on SEC's website. For example, https://www.sec.gov/Archives/edgar/full-index/2017/QTR4/
A zipfile can be downloaded here. The file is in SAS format, unzipped about 2.5 GB. To use it with other software, consider converting it with Stata Transfer.
The url in the dataset (field: filename) is not the full url. It needs to be prepended by: http:\\www.sec.gov\Archives\
Extract the zip to a (new) directory (for example: C:\libraries\edgar) and create a library reference to this directory (libname edgar "c:\libraries\edgar\"). After this point, you can use the dataset in SAS by referring to it (edgar.filings).
This table can be used to download the filings to your hard drive for further investigation. Also, it makes it easier to identify observations with confounding events. For example, when doing an event study it is easy to exclude firms that filed a form 8-K (material event) in the dates around the event date.
Other Datasets |
---|
No related posts |
Latest forum posts |
---|
Fama French 49 YES 49 !!! by CA Miller |
date format by jc625 |
Discretionary Accruals by jwhi121 |
question about discretionary accrual models by kerrida |
Combining Global and North American data by CA Miller |
File for Eventus or SAS Event Study by samme |
quarterly accruals by lxt88 |
Financial Statement Comparability - De Franco, Kothari and Verdi (2011, JAR) Replication by rowing |
question about discretionary accrual models by Zenghui |
problem in perl by KZ |