Resources by Lisa

Federal Procurement Data System (FPDS) – Data Dictionary Version 1.5

Federal Procurement Data System (FPDS) – Data Dictionary Version 1.5

Lisa
Open Dataset
Creators: U.S. General Services Administration (GSA)
Publication Date: /
Creators: U.S. General Services Administration (GSA)

The Federal Procurement Data System (FPDS) Data Dictionary provides the technical specification and field definitions for all data elements in the FPDS federal contracting database, which records all U.S. government contract awards.

Replication Data: The Proxy Advisory Industry – Influencing and Being Influenced

Replication Data: The Proxy Advisory Industry – Influencing and Being Influenced

Lisa
Open Dataset
Creators: Chong Shu
Publication Date: 13 February 2024
Creators: Chong Shu

This dataset, hosted on Mendeley Data, contains the replication data for the study “The Proxy Advisory Industry: Influencing and Being Influenced” (Shu, 2024, Journal of Financial Economics). It includes voting recommendation and shareholder voting data used to examine the mutual influence between proxy advisory firms and institutional investors, analysing how proxy advisors shape voting outcomes and how investor preferences in turn influence proxy advisor recommendations.

SEC EDGAR – Accessing EDGAR Data

SEC EDGAR – Accessing EDGAR Data

Lisa
Open Dataset
Creators: U.S. Securities and Exchange Commission (SEC)
Publication Date: published continuously
Creators: U.S. Securities and Exchange Commission (SEC)

The SEC’s EDGAR system provides programmatic access to all corporate filings submitted to the SEC, including proxy statements (DEF 14A), annual reports (10-K), and other regulatory disclosures. The EDGAR data access page provides guidance on bulk downloading and API access to the full filing archive.

Replication Data: Missing Values Handling for Machine Learning Portfolios

Replication Data: Missing Values Handling for Machine Learning Portfolios

Lisa
Open Dataset
Creators: Andrew Chen , Jack McCoy
Publication Date: 20 February 2024
Creators: Andrew Chen , Jack McCoy

This dataset, hosted on Mendeley Data, contains the replication data for the study “Missing Values Handling for Machine Learning Portfolios” (Chen & McCoy, 2024, Journal of Financial Economics). It includes stock return and firm characteristic data used to examine how different methods for handling missing values in financial datasets affect the performance of machine learning-based portfolio construction strategies, providing guidance on best practices for missing data imputation in empirical asset pricing research.

European Central Bank (ECB) – Money Market Statistics

European Central Bank (ECB) – Money Market Statistics

Lisa
Open Dataset
Creators: European Central Bank (ECB)
Publication Date: published continuously
Creators: European Central Bank (ECB)

The European Central Bank (ECB) publishes comprehensive money market statistics covering interest rates, trading volumes, and market conditions across different segments of the euro area money market, including secured and unsecured lending, derivatives, and foreign exchange swaps.

Replication Data: Collateral Eligibility of Corporate Debt in the Eurosystem

Replication Data: Collateral Eligibility of Corporate Debt in the Eurosystem

Lisa
Open Dataset
Creators: Loriana Pelizzon , Zorka Simon , Max Riedel , Marti G. Subrahmanyam
Publication Date: 22 December 2023
Creators: Loriana Pelizzon , Zorka Simon , Max Riedel , Marti G. Subrahmanyam

This dataset, hosted on Mendeley Data, contains the replication data for the study “Collateral Eligibility of Corporate Debt in the Eurosystem” (Pelizzon, Riedel, Simon & Subrahmanyam, 2024, Journal of Financial Economics). It includes bond-level data used to examine how the European Central Bank’s collateral eligibility decisions for corporate debt affect bond prices, yields, and liquidity in the euro area corporate bond market.

O*NET OnLine – Occupational Requirements and Skills Database

O*NET OnLine – Occupational Requirements and Skills Database

Lisa
Open Dataset
Creators: U.S. Department of Labor / Employment and Training Administration
Publication Date: /
Creators: U.S. Department of Labor / Employment and Training Administration

O*NET OnLine is the U.S. Department of Labor’s primary source of occupational information, providing detailed data on the knowledge, skills, abilities, tasks, and work activities required for hundreds of occupations. It includes measures of physical proximity requirements and telework feasibility for different jobs.

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