bkelly-lab / ReplicationCrisisLinks
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
☆332Updated 7 months ago
Alternatives and similar repositories for ReplicationCrisis
Users that are interested in ReplicationCrisis are comparing it to the libraries listed below
Sorting:
- Calculate U.S. equity (portfolio) characteristics☆98Updated last year
- Instrumented Principal Components Analysis☆240Updated 3 years ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆140Updated 4 years ago
- ☆75Updated 2 years ago
- ☆51Updated this week
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- Website dedicated to a book on machine learning for factor investing☆234Updated 2 years ago
- Financial research data services for academics.☆98Updated last month
- empirical asset pricing☆47Updated 2 years ago
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆895Updated this week
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆115Updated 7 months ago
- Python library for asset pricing☆117Updated last year
- Macrosynergy Quant Research☆159Updated last week
- Python Nowcasting☆131Updated 4 years ago
- ☆109Updated 3 years ago
- Nowcasting☆223Updated 6 years ago
- Replication of https://ssrn.com/abstract=3984925☆48Updated last year
- Pricing the Term Structure with Linear Regressions☆42Updated 7 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆124Updated last year
- qmoms package to compute option-implied moments from surface data☆22Updated last year
- Code that I show on my YouTube Channel☆103Updated 2 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆35Updated 2 years ago
- ☆36Updated 4 years ago
- ☆55Updated 2 months ago
- Implementation of 5-factor Fama French Model☆134Updated 4 years ago
- Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship☆61Updated 9 months ago
- Info for Columbia Business School MSFE students☆19Updated last month
- Portfolio Construction and Risk Management book's Python code.☆129Updated last week