Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.
☆69Dec 22, 2023Updated 2 years ago
Alternatives and similar repositories for eventstudy
Users that are interested in eventstudy are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- An Implementation of Parametric and Nonparametric Event Study☆14Nov 13, 2024Updated last year
- ☆11May 10, 2026Updated 5 months ago
- ☆11Oct 16, 2020Updated 6 years ago
- Sample SAS programs that process WRDS data and facilitate econometric analysis☆20May 23, 2021Updated 5 years ago
- ☆28Oct 1, 2026Updated 2 weeks ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆37Jul 4, 2025Updated last year
- Several SAS Utilities, some mine, some others☆32Oct 7, 2010Updated 16 years ago
- R package and guide for performing event studies with heterogeneous dynamic effects.☆75Mar 21, 2023Updated 3 years ago
- archived : use csdid instead☆12Mar 3, 2023Updated 3 years ago
- This repo contains all the code necessary to download, extract, and parse 13F filings on EDGAR.☆29Mar 9, 2021Updated 5 years ago
- ☆16Sep 5, 2020Updated 6 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆41Jul 1, 2022Updated 4 years ago
- ☆50Oct 30, 2023Updated 2 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Python API for Treasury Direct☆20Nov 16, 2023Updated 2 years ago
- Stata module that calculates the weights underlying two-way fixed effect event studies☆19Aug 29, 2021Updated 5 years ago
- ☆10Dec 17, 2021Updated 4 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆27Jun 5, 2022Updated 4 years ago
- Explanation of IPO data extraction from SDC Platinum, data cleaning and matching with CRSP☆21Aug 15, 2017Updated 9 years ago
- Simple storage for stock prices with adjusted prices calculation based on Center for Research in Security Prices (CRSP) standards☆12Feb 15, 2018Updated 8 years ago
- ☆36Nov 26, 2023Updated 2 years ago
- Applied BERT based model to extract relations from 29 annual reports of listed companies and news; Used spaCy library and BERT model for …☆13Feb 2, 2022Updated 4 years ago
- R package for commodities and finance analytics. Sister python package details below.☆35Updated this week
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆43Feb 17, 2026Updated 8 months ago
- Fama French model on a subset of Canadian Equity data with Python☆50Apr 11, 2019Updated 7 years ago
- PhD 403: Empirical Asset Pricing☆26Dec 3, 2018Updated 7 years ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆22Jul 12, 2020Updated 6 years ago
- 使用中文情感词汇本体库进行情感分析，之后对每种情感的文本进行主题分析。Using Chinese Sentiment Dictionary for Sensitive Analysis, Then applying LDA Topic Analysis for each E…☆14Jan 20, 2021Updated 5 years ago
- ☆11Oct 6, 2020Updated 6 years ago
- awesome reinforcement learning for trading domain☆15Nov 5, 2020Updated 5 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 6 years ago
- Stata module to draw maps☆41Sep 20, 2026Updated 3 weeks ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for mu…☆42Jun 7, 2024Updated 2 years ago
- Code to get data from WRDS to PostgreSQL☆52Updated this week
- Teaching materials for the DSE 2022 summer school at MIT on Market Design☆31Aug 25, 2022Updated 4 years ago
- My user-written commands/packages for data analysis in Stata☆21Oct 12, 2020Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆76May 23, 2020Updated 6 years ago
- Identified which Enron employees are more likely to have committed fraud using machine learning and public Enron financial and email data…☆12May 26, 2017Updated 9 years ago
- ☆65Oct 20, 2025Updated 11 months ago