bkelly-lab / ReplicationCrisisLinks
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
☆338Updated 8 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☆100Updated last year
- Instrumented Principal Components Analysis☆243Updated 3 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆140Updated 4 years ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- empirical asset pricing☆48Updated 2 years ago
- ☆77Updated 2 years ago
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆906Updated 3 weeks ago
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- ☆52Updated 3 weeks ago
- Website dedicated to a book on machine learning for factor investing☆235Updated 2 years ago
- Financial research data services for academics.☆98Updated 2 months ago
- Python library for asset pricing☆120Updated last year
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆118Updated 7 months ago
- Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…☆39Updated 4 months ago
- ☆36Updated 4 years ago
- Deep Learning Statistical Arbitrage☆246Updated 3 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago
- qmoms package to compute option-implied moments from surface data☆22Updated last year
- Python Nowcasting☆131Updated 4 years ago
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…☆25Updated last year
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆124Updated 2 years ago
- Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud☆35Updated 2 years ago
- ☆109Updated 3 years ago
- Code that I show on my YouTube Channel☆104Updated 2 years ago
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆56Updated 5 months ago
- Macrosynergy Quant Research☆160Updated this week
- Replication of https://ssrn.com/abstract=3984925☆50Updated last year
- Nowcasting☆224Updated 6 years ago
- Portfolio Construction and Risk Management book's Python code.☆145Updated last month
- Pricing the Term Structure with Linear Regressions☆42Updated 7 years ago