Individual skill
jcf-data-analysis
Use when building and running the empirical analysis for a Journal of Corporate Finance (JCF) paper — assembling WRDS-era firm panels (Compustat/CRSP/SDC/DealScan), constructing variables, estimating with fixed effects and clustered errors, and layering robustness. It guides the empirical build; pair it with jcf-identification-strategy for the design itself.
Journal-of-Corporate-Finance-Skills/skills/jcf-data-analysis/SKILL.md
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# Data Analysis (jcf-data-analysis)
## When to trigger
- Assembling the firm-level panel and constructing corporate-finance variables
- Choosing estimators, fixed effects, and clustering
- Planning the robustness battery a JCF referee will expect
## Data build (empirical corporate finance)
- Core sources: **Compustat** (fundamentals, leverage, payout), **CRSP** (returns/event windows), **CCM** (linked), **SDC/Refinitiv** (M&A, IPO/SEO, repurchases), **DealScan** (loans/covenants), **BoardEx/ISS/Execucomp** (governance, pay). Respect WRDS/vendor licenses — never redistribute raw vendor data.
- Document **sample construction** (filters, financials/utilities exclusions, fiscal-year alignment), **winsorizing** (e.g., 1/99), and every variable's formula.
## Estimation conventions