consose / SentiBigNomics
Lexicon-based Sentiment Analysis for Economic and Financial Applications
☆35Updated 2 years ago
Alternatives and similar repositories for SentiBigNomics:
Users that are interested in SentiBigNomics are comparing it to the libraries listed below
- Lexicon-based Sentiment Analysis for Economic and Financial Applications in R☆24Updated last year
- MD&A sections from 10-Ks; 2002-2018☆34Updated 5 months ago
- Example code to create firm level risk in Hassan et al. (2020)☆51Updated 2 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆17Updated 10 months ago
- Resources for a PhD class module focused on anomalies.☆15Updated 10 months ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆37Updated 2 years ago
- Introductory Guide to Using Stata in Empirical Financial Accounting Research☆65Updated last year
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆44Updated last year
- Material for the exercise sessions of master course Machine Learning for Economic Analysis @UZH☆85Updated 3 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆40Updated last month
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆14Updated last year
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- PhD 403: Empirical Asset Pricing☆27Updated 6 years ago
- This repo contains the code to replicate the analyses in Baker, Larcker, Wang.☆49Updated 3 years ago
- ☆19Updated 2 years ago
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆11Updated 4 years ago
- Code to get data from WRDS to PostgreSQL☆46Updated 5 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆49Updated 6 months ago
- Codebase for FOMC-NLP, accepted at ACL 2023 (main)☆54Updated 4 months ago
- Explanation of IPO data extraction from SDC Platinum, data cleaning and matching with CRSP☆19Updated 7 years ago
- Data matching for corporate governance research☆17Updated last year
- This repository includes replication code and raw data used in the construction of the Global Macro Database.☆102Updated 3 weeks ago
- Code for Textual Factor Framework in Cong, Liang and Zhang 2019☆11Updated 9 months ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆35Updated 5 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆19Updated last year
- A mapping between SDCs M&A database and the gvkey's in Compustat☆81Updated 9 months ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆34Updated 5 months ago
- Python modules for time-series analysis and empirical asset pricing.☆17Updated 4 years ago
- Course materials for ECON526 MA Quantitative Economics; computational econ and data science with a focus on causal inference☆21Updated 4 months ago