Xiaoqin Wei

Author: Xiaoqin

  • Real Earning Management

    Xiaoqin

    /* Attempt to replicate: Sugata Roychowdhury, 2006. Earnings management through real activities manipulation.Journal of Accounting and Economics (42) pp. 350-370 Section 4.1 on page 343 describes sample selection: “Imposing all the data-availability requirements yields 21,758 firm-years over theperiod 1987–2001, including 36 industries and 4,252 individual firms.” Issues replicating libname local ‘C:\Users\Xiaoqin(Patrick) Wei\Desktop\Chapter3 data collection\Real earning… Read more

  • Accrul Earning Management – SAS

    Xiaoqin

    /* Use Jackknife method to compute discretionary accruals / / see https://mingze-gao.com/posts/compute-jackknife-coefficient-estimates-in-sas/ */ /* UseHribarCollinsTotalAccruals:– true: use Hribar-Collins Cashflow Total Accruals– false: use normal method */ %let wrds=wrds-cloud.wharton.upenn.edu 4016;options comamid=TCP remote=WRDS;signon username=weixiaoqin password=””; libname local ‘C:\Users\Xiaoqin(Patrick) Wei\Desktop\Chapter2 data\ACCM-modified Jones model’; rsubmit; %let UseHribarCollinsTotalAccruals = false; /* Include %array and %do_over */filename do_over url “https://mingze-gao.com/utils/do_over.sas”;filename array… Read more

  • Financial report comparability – SAS

    Xiaoqin

    ********************************************************************************************************************************** ** JOB: ACCTCOMP.SAS ** DATE: 4/19/2011 ** PROJECT: FINANCIAL STATEMENT COMPARABILITY ** INPUT: CRSP.CCMXPF_LINKTABLE (CRSP/COMPUSTAT Merged – Link History w/ Used Flag) ** COMP.FUNDA (COMPUSTAT Merged Fundamental Annual File) ** COMP.FUNDQ (COMPUSTAT Merged Fundamental Quarterly File) ** CRSP.MSF (CRSP Monthly Stock – Securities) ** OUTPUT: ACCTCOMP_FIRMPAIRYEAR ** ACCTCOMP_FIRMYEAR ** DESCRIPTION: This job creates the… Read more

  • Learnings From 1,000 Rejections

    Xiaoqin

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  • Writting tips Writing Tips for Ph. D. Students

    Xiaoqin

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  • Heterogeneous difference in differences for panel data (xthdidregress)

    Xiaoqin

    Reference: Callaway, B., and P. H. C. Sant’Anna. 2021. Difference-in-differences with multiple time periods. Journal of Econometrics 225: 200–230. https://doi.org/10.1016/j.jeconom.2020.12.001. de Chaisemartin, C., and X. D’Haultfœuille. Forthcoming. Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: A survey. Econometrics Journal. https://doi.org/10.1093/ectj/utac017. Ghirlanda, S., A. Acerbi, and H. Herzog. 2014. Dog movie stars and dog breed… Read more

  • DID placebo test (Stata 18)

    Xiaoqin

    Reference DID placebo test (Stata 18 codes) – Stata Conference, China, Yan Guanpeng (2023) Read more

  • Double Machine Learning Model

    Xiaoqin

    Reference Double/Debiased Machine Learning – Stata Conference, China, Qiang Chen (2023) Read more

  • Organization capital

    Xiaoqin

    Reference: Estimate Organization Capital, Mingze Gao (2022) Gao, M. Leung, H. and Qiu, B. (2021). Organization Capital and Executive Performance Incentives, Journal of Banking & Finance, 123, 106017. Andrea L. Eisfeldt and Dimitris Papanikolaou. (2013) Organization Capital and the Cross-Sectionof Expected Returns. The Journal of Finance, 68(4):1365–1406, August 2013. ISSN 0022-1082, 1540-6261. doi: 10.1111/jofi.12034. URL https://onlinelibrary.wiley.com/doi/10.1111/jofi.12034.… Read more

  • Stock Price Crash Risk

    Xiaoqin

    Reference: Amy P. Hutton, Alan J. Marcus, and Hassan Tehranian. (2009) Opaque financial reports, R2, and crash risk. Journal of Financial Economics, 94(1):67–86, October 2009. ISSN 0304405X. doi: 10.1016/j.jfineco.2008.10.003. URL: https://www.sciencedirect.com/science/article/pii/S0304405X09000993. Read more