This course will enable students to develop database management skills necessary to perform empirical research using archival datasets subscribed from Wharton Research Data Services (WRDS) and from DataStream/WorldScope. This is an introductory-level course that will enable students to perform financial database management operations such as querying and summarizing data and merging data from different datasets using common identifiers.
Weekly - Available soon
Total - Available soon
Portuguese and English
Lectures: theoretical explanation using slides; Lecture Practice: Solving practical examples and case studies in class.
Written submission of 3 assignments.
Assignment 1 (30%) – Stata & WRDS web query. Assignment 2 (40%) – Merging datasets in STTA. Assignment 3 (30%) – SAS Studio.
• Accessing WRDS – Web query in detail
• Data management in STATA
• Introduction to SAS and SQL
• Data management in SAS Studio
- I/O (Input-Output) files
- Querying data
- Aggregating/Summarizing data
- Merging datasets
- Fuzzy matching
Programs where the course is taught: