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)
  ☆342Updated 8 months ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆105Updated 6 years ago
• johruf / CRSP_on_WRDS_introduction
  ☆21Updated last year
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆102Updated last year
• Wenzhi-Ding / Std_Security_Code
  This repo contains the link tables between ISIN and many other company/security identity codes.
  ☆57Updated 6 months ago
• 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
  ☆37Updated last year
• velikov-mihail / AI-Powered-Scholarship
  Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship
  ☆61Updated last month
• textualfactor / Text_Analysis
  Code for Textual Factor Framework in Cong, Liang and Zhang 2019
  ☆18Updated last year
• whyecofiliter / EAP
  empirical asset pricing
  ☆48Updated 2 years ago
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆13Updated 4 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆77Updated 2 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆18Updated 5 years 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
• iangow / wrds_pg
  Code to get data from WRDS to PostgreSQL
  ☆50Updated 3 months ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆17Updated last year
• mk0417 / open-asset-pricing-download
  ☆52Updated last month
• mschwedeler / firmlevelrisk
  Example code to create firm level risk in Hassan et al. (2020)
  ☆56Updated 3 years ago
• j4ffle / CapIQ_IBES_Match
  Create translation files between capital IQ conference call participants and IBES analysts
  ☆11Updated 2 months ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆243Updated 3 years ago
• MS20190155 / Measuring-Corporate-Culture-Using-Machine-Learning
  Code Repository for MS20190155
  ☆159Updated last year
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆23Updated last year
• Wenzhi-Ding / FamaFrenchIndustry
  Link tables between SIC and Fama French Industry Classification.
  ☆20Updated last year
• Alexander-M-Dickerson / TRACE-corporate-bond-processing
  Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
  ☆52Updated last year
• Moritz-Pfeifer / CentralBankRoBERTa
  CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…
  ☆25Updated last year
• gtfintechlab / fomc-hawkish-dovish
  Codebase for FOMC-NLP, accepted at ACL 2023 (main)
  ☆62Updated 11 months ago
• yangycpku / macro_ML
  Course Website on Macroeconomic Analysis with Machine Learning and Big Data
  ☆131Updated last year
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• bashtage / mfe-toolbox
  ☆109Updated 3 years ago
• KPSS2017 / Measuring-Technological-Innovation-Over-the-Long-Run-Extended-Data
  This repository provides updates and extended data from Kelly, B., Papanikolaou, D., Seru, A. and Taddy, M., 2021. American Economic Revi…
  ☆16Updated last year