"The analyses in the article "Identifying the Relationship between Earnings and Prices" by C. Starica and J. Marton were conducted using the open-source R software. The code was executed with the following versions of R and relevant packages:

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##In R run:
> sessionInfo()

R version 4.3.3 (2024-02-29)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 24.04.1 LTS

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.12.0 
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.12.0

tzcode source: system (glibc)

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] iml_0.11.3           pdp_0.8.2            caret_6.0-94         lattice_0.22-5       ggplot2_3.5.1       
[6] gbm_2.2.2            ranger_0.16.0        randomForest_4.7-1.1

loaded via a namespace (and not attached):
 [1] gtable_0.3.5         recipes_1.1.0        vctrs_0.6.5          tools_4.3.3          generics_0.1.3      
 [6] stats4_4.3.3         parallel_4.3.3       tibble_3.2.1         fansi_1.0.6          pkgconfig_2.0.3     
[11] ModelMetrics_1.2.2.2 Matrix_1.6-5         data.table_1.15.4    checkmate_2.3.1      lifecycle_1.0.4     
[16] farver_2.1.2         compiler_4.3.3       stringr_1.5.1        munsell_0.5.1        codetools_0.2-19    
[21] class_7.3-22         Formula_1.2-5        prodlim_2024.06.25   pillar_1.9.0         MASS_7.3-60.0.1     
[26] gower_1.0.1          iterators_1.0.14     rpart_4.1.23         foreach_1.5.2        nlme_3.1-164        
[31] parallelly_1.38.0    lava_1.8.0           Metrics_0.1.4        tidyselect_1.2.1     digest_0.6.35       
[36] stringi_1.8.4        future_1.34.0        dplyr_1.1.4          reshape2_1.4.4       purrr_1.0.2         
[41] listenv_0.9.1        labeling_0.4.3       splines_4.3.3        grid_4.3.3           colorspace_2.1-0    
[46] cli_3.6.2            magrittr_2.0.3       survival_3.5-8       utf8_1.2.4           future.apply_1.11.2 
[51] withr_3.0.0          scales_1.3.0         backports_1.5.0      lubridate_1.9.3      timechange_0.3.0    
[56] globals_0.16.3       nnet_7.3-19          timeDate_4032.109    hardhat_1.4.0        rlang_1.1.4         
[61] Rcpp_1.0.12          glue_1.7.0           pROC_1.18.5          ipred_0.9-15         R6_2.5.1            
[66] plyr_1.8.9          
#################################################

The data consists of 1000 firm-year observations of market value (dep.var), earnings(ib), price-to-book, leverage and the 48 Fama-French industry classification - see the article for the definition of the variables. 
