Depository for different datasets from my research.





  1. Data and code from the project with Xiaowen Hu and Max Rohrer "The colour of finance words" (updated 20210426): README file describing the contents of the full datafile, ML dictionaries+code+metadata (zip file with dictionaries+code+metadata), dtms+code (zip file with datasets, ~1 Gb).
  2. Data on geographic dispersion of US firms (1994-2008), from my paper with Oyvind Norli "Geographic dispersion and stock returns," published in the Journal of Financial Economics (2012), datafile (tar.gz with README file).
  3. Data on media content from the New York Times, from my paper in the Journal of Finance (2013), "Sentiment during recessions," datafile (csv.gz, see the paper's Technical appendix for details).