Alternatives and similar repositories for MSFE-Information

Users that are interested in MSFE-Information are comparing it to the libraries listed below

• bkelly-lab / ReplicationCrisis
  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
  ☆323Updated 5 months ago
• johruf / CRSP_on_WRDS_introduction
  ☆20Updated last year
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆103Updated 6 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆94Updated last year
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆41Updated 2 years ago
• michaelewens / MD-A-10-K-data
  MD&A sections from 10-Ks; 2002-2018
  ☆35Updated 8 months ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years ago
• Wenzhi-Ding / Std_Security_Code
  This repo contains the link tables between ISIN and many other company/security identity codes.
  ☆48Updated 3 months ago
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• Quantactix / TreeFactor
  ☆27Updated last year
• textualfactor / Text_Analysis
  Code for Textual Factor Framework in Cong, Liang and Zhang 2019
  ☆14Updated last year
• iangow / wrds_pg
  Code to get data from WRDS to PostgreSQL
  ☆48Updated 9 months ago
• velikov-mihail / AI-Powered-Scholarship
  Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship
  ☆58Updated 7 months ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆71Updated 2 years ago
• whyecofiliter / EAP
  empirical asset pricing
  ☆46Updated last year
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆20Updated last year
• davidjsmith44 / NLP-Fed-Speeches
  Economic Impact of Federal Reserve Speeches and Press Releases
  ☆13Updated 6 years ago
• mk0417 / open-asset-pricing-download
  ☆47Updated 5 months ago
• Stanford-Advanced-Fintech-Lab / missing_data_core
  This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for…
  ☆12Updated last year
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆16Updated last year
• mschwedeler / firmlevelrisk
  Example code to create firm level risk in Hassan et al. (2020)
  ☆53Updated 2 years ago
• MS20190155 / Measuring-Corporate-Culture-Using-Machine-Learning
  Code Repository for MS20190155
  ☆154Updated last year
• yangycpku / macro_ML
  Course Website on Macroeconomic Analysis with Machine Learning and Big Data
  ☆126Updated last year
• apodobytko / 10K-MDA-Section
  Extract the Management Discussion and Analyses (MD&A) section from 10K Financial Statements
  ☆26Updated 5 years ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆34Updated 2 years ago
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆24Updated 3 years 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 9 months ago
• gtfintechlab / fomc-hawkish-dovish
  Codebase for FOMC-NLP, accepted at ACL 2023 (main)
  ☆61Updated 7 months 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 last year
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆231Updated 2 years ago