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DatasetStock-Level Blockholder Religiosity Data
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Data range2010-2020
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Data frequencystock-quarter
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Data coverageU.S. firms with stock lending data and blockholder religiosity information
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Data sourceChurch Membership files of the Association of Religion Data Archives (ARDA), U.S. Religion Census – Religious Congregation and Membership Study, and SEC Form 13F.
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Data definition
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CusipStock CUSIP code
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RdateReport date of institutional holdings on Form 13F
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YYYYQtrYear-quarter end
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FirmBlockRELStock-level blockholder religiosity, defined as the sum of religiosity of firm blockholders' headquarter counties multiplied by their prior-quarter-end ownership of the firm's stock. Religiosity is the percentage of the population in a county that is church adherents.
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For details of the definition, please refer to:
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CitationDanling Jiang, Baixiao Liu, and Steven Chong Xiao (2025). Social Norms and Stock Lending. Journal of Financial Markets, 100991. https://doi.org/10.1016/j.finmar.2025.100991
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