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
- Code to incorporate non-compete law changes using Stata, R and Python (Ewens and Marx (2017))☆12Jun 27, 2023Updated 3 years ago
- ☆11Oct 16, 2020Updated 5 years ago
- Python demo for Refinitiv Eikon API☆13Jan 25, 2023Updated 3 years ago
- ☆10May 10, 2026Updated last month
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆28Apr 1, 2026Updated 3 months ago
- ☆36Jul 4, 2025Updated last year
- 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
- archived : use csdid instead☆12Mar 3, 2023Updated 3 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆41Jul 1, 2022Updated 4 years ago
- ☆16Sep 5, 2020Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- Python API for Treasury Direct☆20Nov 16, 2023Updated 2 years ago
- 中文文本挖掘lda模型,gensim+jieba库☆17Jul 29, 2019Updated 6 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 2 months 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
- awesome reinforcement learning for trading domain☆14Nov 5, 2020Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆26Jun 5, 2022Updated 4 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
- ☆49Oct 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 4 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☆26Dec 3, 2018Updated 7 years ago
- Fama French model on a subset of Canadian Equity data with Python☆49Apr 11, 2019Updated 7 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for mu…☆42Jun 7, 2024Updated 2 years ago
- ☆10Dec 17, 2021Updated 4 years ago
- ☆12Nov 7, 2018Updated 7 years ago
- Materials for the mini-course on deep learning and macro-finance.☆22Jul 1, 2024Updated 2 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
- 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