Alternatives and similar repositories for identifying_price_informativeness

Users that are interested in identifying_price_informativeness are comparing it to the libraries listed below

• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆16Updated last year
• ZhangZhiHu / assetPricing
  ☆23Updated 8 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• mauep2025 / Global-Oil-Market
  This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …
  ☆26Updated 2 years ago
• michaelewens / MD-A-10-K-data
  MD&A sections from 10-Ks; 2002-2018
  ☆35Updated 9 months ago
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆51Updated 10 months ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆19Updated last year
• ralphkoijen / demand_asset_pricing
  ☆15Updated 4 years ago
• snauhaus / link_compustat_ibes
  A python script to create a mapping table between I/B/E/S and Compustat
  ☆18Updated 5 years ago
• czi-finance / wrds_sample_code
  Sample SAS programs that process WRDS data and facilitate econometric analysis
  ☆16Updated 4 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 3 years ago
• mschwedeler / firmlevelrisk
  Example code to create firm level risk in Hassan et al. (2020)
  ☆53Updated 3 years ago
• gaulinmp / wrds
  Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)
  ☆10Updated 11 years ago
• jack-mccoy / missing_data
  Imputing missing stock anomalies data with EM implementation
  ☆13Updated last year
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆41Updated 2 years ago
• mgao6767 / edgar-analyzer
  EDGAR filings downloader and analyzer
  ☆18Updated last year
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆27Updated 6 years ago
• textualfactor / Text_Analysis
  Code for Textual Factor Framework in Cong, Liang and Zhang 2019
  ☆14Updated last year
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆103Updated 6 years ago
• Karansamlal / HAR-RV-model
  Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (‎2009).
  ☆12Updated 4 years ago
• iangow / wrds_pg
  Code to get data from WRDS to PostgreSQL
  ☆49Updated this week
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆20Updated last year
• goutham-fin / BCF-Workshop
  Materials for the mini-course on deep learning and macro-finance.
  ☆22Updated last year
• dkaenzig / replicationOilSupplyNews
  Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021
  ☆15Updated last year
• apodobytko / 10K-MDA-Section
  Extract the Management Discussion and Analyses (MD&A) section from 10K Financial Statements
  ☆26Updated 5 years ago
• michaelewens / vc_backed_boards
  A database on VC-backed startups from Ewens and Malenko (2025)
  ☆12Updated 6 months ago
• johruf / CRSP_on_WRDS_introduction
  ☆20Updated last year
• NighT-TraiN / Fama-French-Replication
  ☆12Updated 10 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆95Updated last year
• edwardtkim / intangiblevalue
  ☆12Updated 2 years ago