Dataframe: P01:greenwood_hanson_hys - Greenwood-Hanson High-Yield Share Data (Published Historical, 1926-2008)

Dataframe: `P01:greenwood_hanson_hys` - Greenwood-Hanson High-Yield Share Data (Published Historical, 1926-2008)#

File: _data/raw_data/greenwood_hanson_hys_historical.parquet
Source: Greenwood, Robin, and Samuel G. Hanson (2013), “Issuer Quality and Corporate Bond Returns,” Review of Financial Studies 26(6), 1483-1525, Table 2. A new vintage of the published series is pulled from the HBS.
Pulled by: pull_greenwood_hanson.py
Frequency: Annual, 1926-2008
Index: year

Column	Description
hy_share	Published Greenwood-Hanson (2013) annual high-yield share (fraction of nonfinancial corporate bond issuance rated below investment grade), from Table 2 of Greenwood and Hanson (2013).
ln_hy_share	Natural log of `hy_share`.
source	Label identifying the data’s provenance; always ‘gh2013’ for this published historical series.

Rows: 90
Columns: 4
$ hy_share    <f64> 0.2473771
$ ln_hy_share <f64> -1.3968413859595126
$ source      <str> 'gh2013'
$ year        <i32> 2015

Dataframe Name	Greenwood-Hanson High-Yield Share Data (Published Historical, 1926-2008)
Dataframe ID	greenwood_hanson_hys
Sources	Greenwood & Hanson (2013), “Issuer Quality and Corporate Bond Returns,” Review of Financial Studies 26(6), 1483–1525
Providers	Greenwood & Hanson, Review of Financial Studies
Provider Links	https://academic.oup.com/rfs/article-abstract/26/6/1483/1595232
Tags	Raw Data, Hys, Greenwood, Hanson, High Yield Share
Access Types	Public
How is data pulled?	HTTP download via Python `requests` (Excel workbook)
Data available up to (min)	N/A
Data available up to (max)	N/A
Dataframe Path	C:\Users\fraff\OneDrive\Documentos\UChicago\FINM_32900_Full_Stack_Quantitative_Finance\Project\p03_lopez_salido_stein_zakrajsek_2017_data\raw_data\greenwood_hanson_hys_historical.parquet

Linked Charts:

Pipeline Name	Credit-Market Sentiment and the Business Cycle
Pipeline ID	P01
Maintainer	Fernando Raffo, Bangjie Xu
Contributors	Fernando Raffo, Bangjie Xu
Repository	fernando-raffo/p03_lopez_salido_stein_zakrajsek_2017
Pipeline Web Page	Pipeline Web Page
Date of Last Code Update	2026-08-19 22:04:54
OS Compatibility	Windows, Linux, MacOS
Linked Dataframes	P01:fred_macroeconomic_variables P01:shiller_market_variables P01:greenwood_hanson_hys P01:mergent_fisd_bond_data P01:fred_processed_monthly_series P01:fred_processed_annual_series P01:shiller_processed_annual_series P01:greenwood_hanson_hys_processed_series