Dataframe: SLTH:table1_full_sample -

Dataframe: SLTH:table1_full_sample -#

Replication of Table 1 using the full available sample.

DataFrame Glimpse#

Rows: 4
Columns: 8
$ Portfolio                        <str> 'Sample Summary'
$ Initial Reaction Hit Rate (%)    <f64> null
$ Initial Reaction Mean Return (%) <f64> null
$ Drift Hit Rate (%)               <f64> null
$ Drift Mean Return (%)            <f64> null
$ Drift Sharpe Ratio               <f64> null
$ Trading Days                     <i64> 1087
$ Firm-Day Observations            <f64> 176968.0

Dataframe Manifest#

Dataframe Name

Dataframe ID

table1_full_sample

Data Sources

CRSP, RavenPack, OpenAI

Data Providers

WRDS, OpenAI

Links to Providers

https://wrds-www.wharton.upenn.edu/

Topic Tags

Type of Data Access

How is data pulled?

src/create_table1.py

Data available up to (min)

None

Data available up to (max)

None

Dataframe Path

/home/tomhi/finmath/finm-32900/p05_lopez-lira_tang_2023/_output/table1_overnight_full_sample.csv

Linked Charts:

  • None

Pipeline Manifest#

Pipeline Name

ChatGPT Price Forecasting

Pipeline ID

SLTH

Lead Pipeline Developer

Tom and Sophie

Contributors

Sophie Lara and Tom Hillenbrand

Git Repo URL

github.com/thomashillenbrand/p05_lopez-lira_tang_2023

Pipeline Web Page

Pipeline Web Page

Date of Last Code Update

2026-03-15 21:42:08

OS Compatibility

Linked Dataframes

SLTH:ravenpack
SLTH:crsp_daily_stock
SLTH:daily_headline_polarity
SLTH:portfolio_returns
SLTH:table1_paper_sample
SLTH:table1_full_sample
SLTH:openai_label_proportions
Contents