iangow / wrds2pg

Related projects ⓘ

Alternatives and complementary repositories for wrds2pg

• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆44Updated 2 months ago
• velikov-mihail / AnomaliesPhDModule
  Resources for a PhD class module focused on anomalies.
  ☆11Updated 5 months 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.
  ☆43Updated 3 weeks ago
• czi-finance / wrds_sample_code
  Sample SAS programs that process WRDS data and facilitate econometric analysis
  ☆16Updated 3 years ago
• velikov-mihail / AssayingAnomalies
  MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
  ☆22Updated last year
• iangow / wrds_pg
  Code to get data from WRDS to PostgreSQL
  ☆46Updated 3 weeks ago
• ralphkoijen / demand_asset_pricing
  ☆13Updated 4 years ago
• MagnusDahlquist / PhD403
  PhD 403: Empirical Asset Pricing
  ☆23Updated 5 years ago
• mgao6767 / edgar-analyzer
  EDGAR filings downloader and analyzer
  ☆16Updated 9 months ago
• patrick-weiss / PortfolioSorts_NSE
  Code for "Methodological Uncertainty in Portfolio Sorts".
  ☆15Updated 5 months ago
• fkempf92 / FactorData
  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
  ☆28Updated last year
• ZhangZhiHu / assetPricing
  ☆23Updated 7 years ago
• chrisconlon / CommonOwnerReplication
  Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)
  ☆36Updated 2 years ago
• Feng-CityUHK / EquityCharacteristicsSAS
  US equity (portfolio) characteristics, the main file is in SAS.
  ☆17Updated 11 months ago
• michaelewens / MD-A-10-K-data
  MD&A sections from 10-Ks; 2002-2018
  ☆31Updated last year
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆15Updated 6 months ago
• edavila / identifying_price_informativeness
  Replication Code for Identifying Price Informativeness
  ☆12Updated 3 years ago
• cagdemir / firm-characteristics-calculation
  Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS
  ☆12Updated 4 years ago
• christianjauregui / Python-tutorials_timeseries_for_finance
  Python modules for time-series analysis and empirical asset pricing.
  ☆15Updated 4 years ago
• dkaenzig / replicationOilSupplyNews
  Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021
  ☆13Updated last year
• apodobytko / 10K-MDA-Section
  Extract the Management Discussion and Analyses (MD&A) section from 10K Financial Statements
  ☆22Updated 4 years ago
• volkovacodes / IPO-Review-Chapter
  Explanation of IPO data extraction from SDC Platinum, data cleaning and matching with CRSP
  ☆16Updated 7 years ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆40Updated last year
• NighT-TraiN / Fama-French-Replication
  ☆11Updated 9 years ago
• WhitesPhD / ECOM151_2020
  Big Data Applications in Finance module (MSc level)
  ☆15Updated 3 years ago
• bank-of-england / MachineLearningCrisisPrediction
  ☆36Updated 6 months ago
• mgao6767 / frds
  Financial research data services for academics.
  ☆77Updated 2 months ago
• andrewchbaker / Data-Cleans
  This repo has code to do primary data cleaning for Compustat / Crsp from WRDS
  ☆19Updated 4 years ago
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆23Updated 8 months ago
• attilabalogh / 012-Matching
  Data matching for corporate governance research
  ☆14Updated 6 months ago