Alternatives and similar repositories for eventstudy

Users that are interested in eventstudy are comparing it to the libraries listed below

• mgao6767 / frds
  Financial research data services for academics.
  ☆96Updated last month
• mk0417 / open-asset-pricing-download
  ☆51Updated 7 months ago
• MajesticKhan / Nowcasting-Python
  Python Nowcasting
  ☆131Updated 4 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆98Updated last year
• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆39Updated 2 months ago
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆62Updated 3 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆35Updated 2 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆73Updated 2 years ago
• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 9 years ago
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆13Updated last year
• David-Woroniuk / FedTools
  An open source library for the extraction of Federal Reserve Data.
  ☆23Updated 2 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆41Updated 4 years ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆39Updated last year
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 3 years ago
• iangow / wrds2pg
  Functions to convert (WRDS) SAS data to PostgreSQL, parquet, and CSV
  ☆19Updated last year
• mgao6767 / edgar-analyzer
  EDGAR filings downloader and analyzer
  ☆18Updated last year
• TommasoBelluzzo / SystemicRisk
  A framework for financial systemic risk valuation and analysis.
  ☆176Updated 2 years ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆47Updated last year
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆116Updated 4 years ago
• gaulinmp / wrds
  Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)
  ☆11Updated 11 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• chardonnensp / Datastream-Worldscope-fundamental-dataset
  This guide aims to be a full instruction on how to download and merge Refinitiv (formerly Thomson Reuters) Datastream Worldscope data int…
  ☆12Updated 4 years ago
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆19Updated 7 years ago
• LSEG-API-Samples / Example.DataLibrary.Python
  Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python
  ☆111Updated 6 months ago
• wharton / wrds
  Read WRDS datasets remotely (from wrds-cloud) into a Pandas dataframe.
  ☆143Updated 2 months ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆41Updated 2 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆26Updated 3 years ago
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆105Updated 6 years ago