hmamaysky / MSFE-Information
Info for Columbia Business School MSFE students
☆14Updated 9 months ago
Alternatives and similar repositories for MSFE-Information:
Users that are interested in MSFE-Information are comparing it to the libraries listed below
- Example code to create firm level risk in Hassan et al. (2020)☆51Updated 2 years ago
- Empirical Data and Some Simulation Codes☆101Updated 5 years ago
- Calculate U.S. equity (portfolio) characteristics☆86Updated 6 months ago
- Replication Code for Identifying Price Informativeness☆13Updated 3 years ago
- Introductory Guide to Using Stata in Empirical Financial Accounting Research☆63Updated last year
- ☆18Updated 11 months ago
- Code to get data from WRDS to PostgreSQL☆47Updated 3 months ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆29Updated 2 years ago
- MD&A sections from 10-Ks; 2002-2018☆33Updated 2 months ago
- ☆21Updated 2 months ago
- A 12 classes introductiry course in MAcroeconomics☆13Updated 11 months ago
- Resources for a PhD class module focused on anomalies.☆14Updated 8 months ago
- Extract the Management Discussion and Analyses (MD&A) section from 10K Financial Statements☆24Updated 4 years ago
- A mapping between SDCs M&A database and the gvkey's in Compustat☆81Updated 7 months ago
- Link tables between SIC and Fama French Industry Classification.☆15Updated 4 months ago
- ☆68Updated 2 years ago
- This repository provides updates and extended data following Kogan, L., Papanikolaou, D., Seru, A. and Stoffman, N., QJE 2017☆155Updated 4 months ago
- 2018-2019 Quantitative Macroeconomics, UAB☆70Updated 5 years ago
- ☆23Updated 7 years ago
- A mapping between Execucomp database and BoardEx database☆11Updated last year
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆25Updated last year
- Mixed Data Sampling (MIDAS) Modeling in Python☆18Updated 4 years ago
- Materials for the mini-course on deep learning and macro-finance.☆20Updated 7 months ago
- This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due…☆29Updated 2 months ago
- Python modules for time-series analysis and empirical asset pricing.☆16Updated 4 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆47Updated 3 months ago
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆116Updated last year
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆280Updated 3 months ago
- ☆85Updated 8 months ago
- Lexicon-based Sentiment Analysis for Economic and Financial Applications☆32Updated last year