Labeled firm links from New York Times articles

Time span: January 1981 through December 2023.

Frequency: Monthly.

Link types: Credit, financing, peer, supply chain, and other links.

Network Data: Google Drive folder. 

Training Data: HS_chatgpt_sentences.csv. 

Related papers:

• "The Different Networks of Firms Implied by the News" (with V. Hilt). Online Appendix. Codes.

These data contain links between firms as reported by The New York Times. The links are categorized as credit, non-credit financing, peer, supply chain, and other links. The data set contains the following monthly files (where YYYYMM stands for the corresponding month and TYPE stands for the type of network):

• nytimes_labeled_links_YYYYMM.csv (Labeled links between two firms)

• nytimes_network_plot_TYPE_YYYMM.png (Plot for network of a given type)

For details, see the Online Appendix. 

Production links from New York Times articles

Time span: January 1981 through December 2024

Frequency: Monthly

Link types: Production.

Data: Google Drive folder. 

Related papers:

• "News-Implied Production Networks and Aggregate Output" (with H. Zheng). Online Appendix. Codes. 

These data contain production links between firms as reported by The New York Times. The data set contains the following monthly files (where YYYYMM stands for the corresponding year and month):

• nytimes_firm_mentions_YYYYMM.csv (Aggregated monthly mention counts for individual firms) 

• nytimes_news_production_network_YYYYMM.csv (Monthly news-implied production network)

• nytimes_news_production_network_plot_YYYYMM.png (Plot of monthly news-implied production network restricted to links in which both firms fall within 100 largest firms in the month)

For details, see the Online Appendix. 

Crypto peer links from Cryptocompare articles

Time span: October 1, 2017, through November 30, 2020.

Frequency: Weekly. 

Link types: Peer.

Data: Google Drive folder. 

Related papers:

• "News-Driven Peer Co-Movement in Crypto Markets" (with H. Zheng). Online Appendix.

These data contain competitive links between cryptocurrencies as reported by Cryptocompare. The data set contains the following files:

• crypto_peers_training_sentences.csv: training data for deep learning classification model. 

• crypto_peers_all_link_sentences.csv: output of classification model containing all sentences that describe peer relationships between cryptocurrencies. 

• crypto_peers_weekly_peer_weekly_network.csv: weekly adjecency matrix for crypto peer network. 

• crypto_peers_exogenous_endogenous.xlsx: file characterizing shock events as endogenous or exogenous.

In addition, the folder also contains codes that were used to: 1) scrape online news articles, 2) extract crypto mentions from online news articles, and 3) label sentences mentioning two cryptos as describing a competitive or non-competitive relationship.