Monthly Archives: February 2011

Converting SEC index files into an SQLite database

Here is some Perl code for taking index files downloaded (and, critically, named) by Andrew Leone’s Perl code, and turning them into a single table in an SQLite database: The current code only covers 2000 through 2010, but could easily … Continue reading

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Getting WRDS data into SQLite

As discussed previously, one of the three barriers to getting away from SAS in accounting research is getting the data into an alternative form. The procedure I used to get data from SAS into an SQLite database involved the following … Continue reading

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SQLite for accounting research

Late in 2010, I embarked on a couple of “professional development” projects. One was to learn more about SQL and MySQL, with a view to coming up with a better way of storing data on various projects. The second was … Continue reading

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