Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.
☆68Dec 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
- Code to incorporate non-compete law changes using Stata, R and Python (Ewens and Marx (2017))☆12Jun 27, 2023Updated 2 years ago
- ☆11Oct 16, 2020Updated 5 years ago
- Python demo for Refinitiv Eikon API☆13Jan 25, 2023Updated 3 years ago
- ☆10May 10, 2026Updated 2 weeks ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- ☆28Apr 1, 2026Updated last month
- ☆36Jul 4, 2025Updated 10 months ago
- Sample SAS programs that process WRDS data and facilitate econometric analysis☆20May 23, 2021Updated 5 years ago
- Several SAS Utilities, some mine, some others☆31Oct 7, 2010Updated 15 years ago
- R package and guide for performing event studies with heterogeneous dynamic effects.☆75Mar 21, 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
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆41Jul 1, 2022Updated 3 years ago
- ☆16Sep 5, 2020Updated 5 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 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 4 years ago
- Trading Bot using backtrader.☆14Sep 27, 2018Updated 7 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
- A collection of SAS Macros that I use and update regularly.☆29May 6, 2026Updated 3 weeks ago
- Explanation of IPO data extraction from SDC Platinum, data cleaning and matching with CRSP☆21Aug 15, 2017Updated 8 years ago
- ☆37Nov 26, 2023Updated 2 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆25Jun 5, 2022Updated 3 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
- 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.
- R package for commodities and finance analytics. Sister python package details below.☆34May 22, 2026Updated last week
- ☆48Oct 30, 2023Updated 2 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 5 years ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆40Feb 17, 2026Updated 3 months ago
- ☆11Oct 6, 2020Updated 5 years ago
- Unsupervised Machine Learning project for evaluating 2017-18 NBA player similarity☆13Sep 25, 2019Updated 6 years ago
- PhD 403: Empirical Asset Pricing☆28Dec 3, 2018Updated 7 years ago
- Fama French model on a subset of Canadian Equity data with Python☆50Apr 11, 2019Updated 7 years ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆22Jul 12, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆12Nov 7, 2018Updated 7 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Jul 1, 2024Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75May 23, 2020Updated 6 years ago
- Code for the paper "Estimating Transfer Entropy via Copula Entropy"☆43Apr 7, 2023Updated 3 years ago
- Inference in Bayesian Networks with R☆12Feb 6, 2023Updated 3 years ago
- My user-written commands/packages for data analysis in Stata☆20Oct 12, 2020Updated 5 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