Chart: RavenPack Event Sentiment Distribution

Histogram of RavenPack event sentiment scores for matched CRSP firms.

Chart

Sources: RavenPack, CRSP

Full Screen Chart

Sanity check chart confirming the RavenPack × CRSP merge worked. Shows the distribution of RavenPack event_sentiment_score after matching to CRSP permno/date.

Chart Specs

Chart Name	RavenPack Event Sentiment Distribution
Chart ID	ravenpack_sentiment_distribution
Topic Tags
Data Series Start Date
Data Frequency
Observation Period
Lag in Data Release
Data Release Timing
Seasonal Adjustment
Units
HTML Chart	HTML

Dataframe Manifest

Dataframe Name	RavenPack × CRSP Merged Dataset
Dataframe ID	ravenpack_crsp_merged
Data Sources	RavenPack, CRSP
Data Providers	WRDS
Links to Providers
Topic Tags
Type of Data Access
How is data pulled?	Linked RavenPack to CRSP using WRDS-recommended CUSIP/NCUSIP method; merged on permno and date.
Data available up to (min)
Data available up to (max)
Dataframe Path	/Users/reecevdw/UChicago/FINM 32900/old_project/p17_chen_kelly_xiu_2022/_data/ravenpack_crsp_merged.parquet

Linked Charts:

• P1:ravenpack_sentiment_distribution

Pipeline Manifest

Pipeline Name	p17_chen_kelly_xiu_2022
Pipeline ID	P1
Lead Pipeline Developer	Reece VanDeWeghe
Contributors	Andrew Moukabary
Git Repo URL	reecevdw/p17_chen_kelly_xiu_2022
Pipeline Web Page	Pipeline Web Page
Date of Last Code Update	2026-02-09 21:03:13
OS Compatibility
Linked Dataframes	P1:crsp_daily P1:ravenpack_djpr P1:ravenpack_crsp_merged

Chart: CRSP Average Market Capitalization Over Time   Chart: RavenPack News Volume Over Time