hmamaysky / MSFE-InformationLinks
Info for Columbia Business School MSFE students
☆18Updated 3 weeks ago
Alternatives and similar repositories for MSFE-Information
Users that are interested in MSFE-Information are comparing it to the libraries listed below
Sorting:
- ☆20Updated last year
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆326Updated 6 months ago
- MD&A sections from 10-Ks; 2002-2018☆35Updated 9 months ago
- Empirical Data and Some Simulation Codes☆105Updated 6 years ago
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago
- Calculate U.S. equity (portfolio) characteristics☆96Updated last year
- Code for Textual Factor Framework in Cong, Liang and Zhang 2019☆14Updated last year
- Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship☆62Updated 8 months ago
- This repo contains the link tables between ISIN and many other company/security identity codes.☆48Updated 4 months ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Code to get data from WRDS to PostgreSQL☆50Updated last month
- Code Repository for MS20190155☆158Updated last year
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- ☆73Updated 2 years ago
- Example code to create firm level risk in Hassan et al. (2020)☆54Updated 3 years ago
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆129Updated 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 …☆27Updated 2 years ago
- US equity (portfolio) characteristics, the main file is in SAS.☆20Updated last year
- Replication of momentum strategy☆18Updated 3 years ago
- Resources for a PhD class module focused on anomalies.☆16Updated last year
- Codebase for FOMC-NLP, accepted at ACL 2023 (main)☆61Updated 9 months ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆51Updated 10 months ago
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…☆21Updated last year
- ☆50Updated 7 months ago
- Extract the Management Discussion and Analyses (MD&A) section from 10K Financial Statements☆26Updated 5 years ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆13Updated 6 years ago
- 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
- A mapping between Execucomp database and BoardEx database☆12Updated 2 years ago
- This repository includes replication code and raw data used in the construction of the Global Macro Database.☆156Updated 3 weeks ago
- Modeling Macroeconomics with Deep Reinforcement Learning☆12Updated 6 years ago