Compustat

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Abstract

Compustat (from Standard & Poor's) provides annual and quarterly income statements, balance sheets, statements and supplemental data on North American public companies.

Research Area

Financial Markets
Transparency Lab
Corporate Finance
Financial Institutions
Systemic Risk Lab
Law and Finance

Keywords

extreme value theory, tail measure, implied correlation, variance risk premium, option-implied distribution, predictability, portfolio optimization, firm valuation, real options, volatility, r&d expenses, pca, private equity, leveraged buyouts, active shareholders, corporate restructuring, operational performance, product market competition, peers, lbos, restructuring, non-bank lead arrangers, syndicated loans, spread premium, capital structure, financing policy, managerial incentives, repeated games, asymmetric information, firms, reputation, financial crises, bank lending, real effects, firm investment, wage rigidity, labor hoarding, asset pricing, general equilibrium, sin stocks, idiosyncratic volatility puzzle, networks, expected returns, granger causality, heterogeneous monetary policy response, distributional consequences of monetary policy, employer-employee level dataset, monetary policy surprise shocks, heterogeneous wage rigidity, high-frequency trading, price efficiency, information acquisition, information production, connected industries, information flow, return predictability, cross-section of returns, financial frictions, collateral constraint, preference for early resolution of uncertainty, implied volatility, cross-sectionof expected stock returns, cross-section of stock returns, bubbles, option prices, sentiment, valuation ratios, factor timing, time series momentum, anomalies, firm networks, natural experiment, executives' compensation, interlocking directorates

JEL Classification

G11, G12, G13, G17, G23, G24, G32, G34, D43, G21, G14, C73, D82, G30, L14, E22, E24, E51, G01, G31, D51, D91, E20, G10, E44, D81, E2, E3, D57

Working Paper References