Corporate Activity Tracker



Latest data update: 15 November 2024

This website tracks real-time aggregate U.S. corporate activity based on firm accounting releases.

The content of this website is based on the article "Financial Statements and Macroeconomic Dynamics" (Pettenuzzo, Sabbatucci, Timmermann, 2024). The paper constructs 21 aggregate daily corporate variables from individual firm quarterly 10-Q reports.

This website provides access to the data of the series and their interactive plots.

Please cite our paper if you are using this data. You can access the BibTex here.

For inquiries, please contact us at [email protected]

Authors

Davide Pettenuzzo

Brandeis

Riccardo Sabbatucci

Stockholm School of Economics

Allan Timmermann

UC San Diego