1. Data on geographic dispersion of US firms (1994-2008), Diego Garcia and Oyvind Norli's paper "Geographic dispersion and stock returns," published in the Journal of Financial Economics (2012), datafile (tar.gz with README file).
2. Data on offshoring activities of US firms (1997-2015), Gerard Hoberg and Katie Moon's paper "Offshore Activities and Financial vs Operational Hedging," published in the Journal of Financial Economics (2017), README file, datafile.
3. Data on media content from the New York Times, from Diego Garcia's paper in the Journal of Finance (2013), "Sentiment during recessions," datafile (csv.gz, see the paper's Technical appendix for details).