Data

• Textual Analysis
• 10-K Header Data w/ Latitude and Longitude
• ND Ethics Database
• South Bend Weather

Websites

• www.finif.com - real time analytics for 10-K/Q filings, news and tweets
• Edgar text search
• Edgar company search

· Dow Jones Analytics

Bill McDonald
Professor of Finance

Thomas A. and James J. Bruder Chair in

Administrative Leadership

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

© 2011 University of Notre Dame