LemaireJean-Baptiste / eventstudyLinks
Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.
☆67Updated last year
Alternatives and similar repositories for eventstudy
Users that are interested in eventstudy are comparing it to the libraries listed below
Sorting:
- Financial research data services for academics.☆94Updated 7 months ago
- Calculate U.S. equity (portfolio) characteristics☆93Updated last year
- Python Nowcasting☆127Updated 4 years ago
- Composite Indicators Framework for Business Cycle Analysis☆62Updated 3 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆39Updated last month
- ☆72Updated 2 years ago
- Replication of momentum strategy☆18Updated 3 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆34Updated 2 years ago
- ☆50Updated 6 months ago
- Replication of https://ssrn.com/abstract=3984925☆43Updated last year
- Imputing missing stock anomalies data with EM implementation☆13Updated last year
- https://arxiv.org/abs/1805.01104☆116Updated 4 years ago
- Read WRDS datasets remotely (from wrds-cloud) into a Pandas dataframe.☆141Updated last month
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- ☆28Updated 4 years ago
- My replication of financial papers.☆19Updated 7 years ago
- Pricing the Term Structure with Linear Regressions☆40Updated 7 years ago
- Empirical Data and Some Simulation Codes☆103Updated 6 years ago
- 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
- An open source library for the extraction of Federal Reserve Data.☆23Updated 2 years ago
- FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…☆24Updated 3 years ago
- Python version of Mixed Data Sampling (MIDAS) regression (allow for multivariate MIDAS)☆65Updated 3 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago
- Analyze central bank announcements☆71Updated 2 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆39Updated 4 years ago
- A framework for financial systemic risk valuation and analysis.☆172Updated 2 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 6 months ago
- Replication of key GARCH model papers☆34Updated 9 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago