*Table 2 use ".\sitevisitsample.dta", clear reghdfe logvisit hsr logsize lev roa bm ret_vol loganalysts logfexp , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table2, excel stats(coef se) pdec(3) bdec(3) replace reghdfe logvisit hsr , absorb (institutionid##nstkcd nstkcd##year institutionid##year) vce (cluster nstkcd ) outreg2 using table2, excel stats(coef se) pdec(3) bdec(3) reghdfe logvisit hsr##difftovisit logsize lev roa bm ret_vol loganalysts logfexp , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table2, excel stats(coef se) pdec(3) bdec(3) *Table 3 use ".\forecastsample.dta", clear reghdfe logferror hsr logsize lev roa bm ret_vol loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table3, excel stats(coef se) pdec(3) bdec(3) replace reghdfe logferror hsr loghorizon , absorb (institutionid##nstkcd nstkcd##year institutionid##year) vce (cluster nstkcd ) outreg2 using table3, excel stats(coef se) pdec(3) bdec(3) reghdfe logferror hsr##difftovisit logsize lev roa bm ret_vol loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table3, excel stats(coef se) pdec(3) bdec(3) *Table 4 use ".\forecastsample.dta", clear drop if otherreport==1 drop if daygap<=2 reghdfe logfrinfo hsr logsize lev roa bm loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table4, excel stats(coef se) pdec(3) bdec(3) replace reghdfe logrecprofit hsr logsize lev roa bm loganalysts logfexp , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table4, excel stats(coef se) pdec(3) bdec(3) *Table 5 use ".\easample.dta", clear reghdfe logeainfo hsrp1 logsize lev roa bm loganalysts ,absorb (nstkcd year) vce (cluster nstkcd ) outreg2 using table5, excel stats(coef se ) pdec(3) bdec(3) replace reghdfe logeainfo hsrp2 logsize lev roa bm loganalysts ,absorb (nstkcd year) vce (cluster nstkcd ) outreg2 using table5, excel stats(coef se ) pdec(3) bdec(3) *Table 6 use ".\forecastsample.dta", clear keep if s==1 reghdfe logvisit hsr logsize lev roa bm ret_vol loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table6, excel stats(coef se) pdec(3) bdec(3) replace predict hatvisit, xb reghdfe logferror hatvisit logsize lev roa bm ret_vol loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table6, excel stats(coef se) pdec(3) bdec(3) use ".\forecastsample.dta", clear keep if s==1 drop if otherreport==1 drop if daygap<=2 drop if logfrinfo==. reghdfe logvisit hsr logsize lev roa bm ret_vol loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) predict hatvisit, xb reghdfe logfrinfo hatvisit logsize lev roa bm ret_vol loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table6, excel stats(coef se) pdec(3) bdec(3) use ".\forecastsample.dta", clear keep if s==1 drop if otherreport==1 drop if daygap<=2 drop if logrecprofit==. reghdfe logvisit hsr logsize lev roa bm ret_vol loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) predict hatvisit, xb reghdfe logrecprofit hatvisit logsize lev roa bm ret_vol loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table6, excel stats(coef se) pdec(3) bdec(3) *Table 7 use ".\sitevisitsample.dta", clear reghdfe logvisit hsr##softinfo logsize lev roa bm loganalysts logfexp , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table7, excel stats(coef se) pdec(3) bdec(3) replace reghdfe logvisit hsr##highret_vol logsize lev roa bm loganalysts logfexp , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table7, excel stats(coef se) pdec(3) bdec(3) use ".\forecastsample.dta", clear reghdfe logferror hsr##softinfo logsize lev roa bm loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table7, excel stats(coef se) pdec(3) bdec(3) reghdfe logferror hsr##highret_vol logsize lev roa bm loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table7, excel stats(coef se) pdec(3) bdec(3) *Table 9 use ".\initiationsample.dta", clear reghdfe initiation hsr logsize lev roa bm ret_vol , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table9, excel stats(coef se) pdec(3) bdec(3) replace keep if s==1 reghdfe initiation hsr logsize lev roa bm ret_vol , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table9, excel stats(coef se) pdec(3) bdec(3) *Table 10 use ".\forecastsample.dta", clear reghdfe logferror hsr##soe logsize lev roa bm ret_vol loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table10, excel stats(coef se) pdec(3) bdec(3) replace reghdfe logferror hsr##lowindboard logsize lev roa bm ret_vol loganalysts logfexp loghorizon , absorb (institutionid##nstkcd cityyear brokercityyear) vce (cluster nstkcd ) outreg2 using table10, excel stats(coef se) pdec(3) bdec(3)