The Geography of Investor Attention

This package includes Stata do file and the main Stata datasets used to generate tables (Table 1, Table 3, Table 4, Table A1, and Table 7) for the article titled \"The Geography of Investor Attention\". Due to data restrictions and the utilization of multiple datasets in the paper, we provide a subsample of the main dataset, with pseudo firm identifiers, to aid in understanding both the code's structure and the main dataset employed.