hmamaysky / MSFE-InformationLinks
Info for Columbia Business School MSFE students
☆19Updated this week
Alternatives and similar repositories for MSFE-Information
Users that are interested in MSFE-Information are comparing it to the libraries listed below
Sorting:
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆348Updated 10 months ago
- Calculate U.S. equity (portfolio) characteristics☆107Updated last year
- ☆21Updated last year
- This repo contains the link tables between ISIN and many other company/security identity codes.☆61Updated 8 months ago
- Empirical Data and Some Simulation Codes☆109Updated 6 years ago
- MD&A sections from 10-Ks; 2002-2018☆38Updated last year
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆44Updated 2 years ago
- Code used in Novy-Marx and Velikov (2024), AI-Powered (Finance) Scholarship☆62Updated 2 months ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- Code for Textual Factor Framework in Cong, Liang and Zhang 2019☆19Updated last year
- Code to get data from WRDS to PostgreSQL☆51Updated 4 months ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆13Updated 6 years ago
- Resources for a PhD class module focused on anomalies.☆19Updated last year
- Example code to create firm level risk in Hassan et al. (2020)☆57Updated 3 years ago
- Code Repository for MS20190155☆160Updated last year
- ☆78Updated 3 years ago
- Create translation files between capital IQ conference call participants and IBES analysts☆11Updated 3 months ago
- ☆52Updated 2 months ago
- empirical asset pricing☆49Updated 2 years ago
- 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
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆133Updated last year
- US equity (portfolio) characteristics, the main file is in SAS.☆20Updated 2 years ago
- Link tables between SIC and Fama French Industry Classification.☆20Updated last year
- Codebase for FOMC-NLP, accepted at ACL 2023 (main)☆63Updated last year
- ☆107Updated 3 weeks ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆54Updated last year
- Fama French Industry Classification☆15Updated 4 months ago
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…