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Data

Websites

·         Dow Jones Analytics

Bill McDonald
Professor of Finance

Thomas A. and James J. Bruder Chair in

   Administrative Leadership

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E‑Mail:

mcdonald.1@nd.edu

Address:

335 Mendoza College of Business

University of Notre Dame

Notre Dame, IN  46556

Telephone:

(574) 631‑5137

SSRN:

http://ssrn.com/author=87979

 

 

 

10-K Headers with Latitude and Longitude

Download STATA data file (134.1m)

Hayong Yun and I have parsed all of the fields appearing in headers for 10-K forms (including 10-K405, 10KSB, and 10KSB40 forms) available on the SEC’s EDGAR website.  Currently the data includes all filings from 1994-2010 (N = 170,413).  Note that the SEC did not require electronic filing until May 1996, thus the first two years of the sample are biased toward large firms.  For each firm, only the first 10-K filing in a given year is included in the sample.

There are 1,034 cases where the CIK in the file name (f_cik) is not equal to the CIK reported in the document header (cik).  These cases occur when the header contains multiple “filings” (typically  utilities with multiple subsidiaries). When the header contains multiple filing fields,  we provide data for the first filing listed.

The variables “lagzip” thru “ma_state_fips” are derived data, where if a firm’s one-year lag of latitude and longitude change, the firm/year observation is identified with a dummy variable (“mover”=1) along with the distance in kilometers from the prior location (“distance”).

The data are in a standard STATA .dta format.  The size of the dataset requires the STATA command “set mem 200m” before the “use” statement importing the data.  The variables and their definitions are as follows:

Variable

Label

f_cik

CIK – from file name

f_fdate

File Date – from file name

f_ftype

Form Type – from file name

anum

Accession Number

csubtype

Conformed Submission Type

pdoccnt

Public Document Count

cperrpt

Conformed Period of Report

fidate

Filed as of Date

dofchg

Date as of Change

ccname

Company Conformed Name

cik

Central Index Key

siclabel

Standard Industrial Classification (label)

sicnum

Standard Industrial Classification (4-digit code)

irsnum

IRS Number

stinc

State of Incorporation

fye

Fiscal Year End

ftype

Form Type

secact

SEC Act

secfnum

SEC File Number

filmnum

Film Number

ba_st1

Business Address: Street 1

ba_st2

Business Address: Street 2

ba_city

Business Address: City

ba_state

Business Address: State

ba_zip

Business Address: Zip

phone

Business Phone

ma_st1

Mailing Address: Street 1

ma_st2

Mailing Address: Street 2

ma_city

Mailing Address: City

ma_state

Mailing Address: State

ma_zip

Mailing Address: Zip

fmername

Former Conformed Name

dofnmchg

Date of Name Change

latitude

Latitude

longitude

Longitude

ba_zip5

Bus Address 5-digit Zip (string variable)

bz5_usnum

Bus Add Zip (legitimate 5-digit US, numeric)

fyear

File Year – From file date in file name

fquarter

File Quarter – From file date in file name

fmonth

File Month – From file date in file name

fday

File Day – From file date in file name

fyymm

File YYMM – From file date in file name

fyq

File YearQtr – From file date in file name

fdw

File Day of Week (0=Sunday) – From file date in file name

lagzip

Lagged(t-1) Busn Address Zip (5-digit)

laglat

Lagged(t-1) Latitude

laglon

Lagged(t-1) Longitude

distance

Distance in km for movers

mover

Dummy variable = 1 for mover; else 0

stinc_fips

State of Incorporation FIPS (2-digit #) code

ba_state_fips

Bus Address FIPS (2-digit #) code

ma_state_fips

Mailing Address FIPS (2- digit #) code

 

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