OPACITY: Stata module to calculate information opacity measures following Bhattacharya et al. (2003)

Wu LiangHai (), Liu Rui () and Jin Xuening
Additional contact information
Wu LiangHai: Anhui University of Technology
Liu Rui: Anhui University of Technology
Jin Xuening: Anhui University of Technology

Statistical Software Components from Boston College Department of Economics

Abstract: opacity calculates information opacity measures for listed companies following the methodology of Bhattacharya, Daouk, and Welker (2003). The program computes three components of information opacity and combines them into a comprehensive opacity index.

Language: Stata
Requires: Stata version 18
Keywords: opacity; information content; listed companies (search for similar items in EconPapers)
Date: 2025-10-06
Note: This module should be installed from within Stata by typing "ssc install opacity". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/o/opacity.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/o/opacity.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/o/opacity.xlsx sample data file (application/x-ms-excel)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459523

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