Securities master to link against - Interesting. Here's a pipeline off the top of my head
1. Get CUSIP, nameOfIssuer, titleOfClass using the Institutional Holdings database
2. Use the company metadata crosswalk to link CUSIP + titleOfClass to nameOfIssuer to get cik
https://github.com/john-friedman/datamule-data/blob/master/d...
(recompiled daily using GH actions)
3. Get e.g. us-gaap:EarningsPerShareBasic from the XBRL database. Link using cik. Types of stock might be a member - so e.g. Class A, Class B? Not sure there.
For form 4, not sure what you mean by event study. Would love to know!
SGML parsing is fun! - I've opensourced a sgml parser here https://github.com/john-friedman/secsgml
Securities master to link against - Interesting. Here's a pipeline off the top of my head 1. Get CUSIP, nameOfIssuer, titleOfClass using the Institutional Holdings database 2. Use the company metadata crosswalk to link CUSIP + titleOfClass to nameOfIssuer to get cik https://github.com/john-friedman/datamule-data/blob/master/d... (recompiled daily using GH actions) 3. Get e.g. us-gaap:EarningsPerShareBasic from the XBRL database. Link using cik. Types of stock might be a member - so e.g. Class A, Class B? Not sure there.
For form 4, not sure what you mean by event study. Would love to know!