textualfactor / Text_AnalysisLinks
Code for Textual Factor Framework in Cong, Liang and Zhang 2019
☆14Updated last year
Alternatives and similar repositories for Text_Analysis
Users that are interested in Text_Analysis are comparing it to the libraries listed below
Sorting:
- MD&A sections from 10-Ks; 2002-2018☆35Updated 8 months ago
- PhD 403: Empirical Asset Pricing☆27Updated 6 years ago
- Resources for a PhD class module focused on anomalies.☆16Updated last year
- MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)☆41Updated 2 years ago
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆51Updated 9 months ago
- Replication Code for Identifying Price Informativeness☆13Updated 4 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆48Updated last year
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 2 years ago
- Code to get data from WRDS to PostgreSQL☆48Updated 9 months ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- hcchuang / Revisiting-the-Missing-RD-Patent-Relation_Challenges-and-Solutions-for-Firm-Fixed-Effects-ModelsThe repository provides state-of-arts machine-learning approaches to revamping firm fixed effects models in finance studies.☆4Updated last week
- 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
- Example code to create firm level risk in Hassan et al. (2020)☆53Updated 2 years ago
- Sample SAS programs that process WRDS data and facilitate econometric analysis☆16Updated 4 years ago
- ☆15Updated 4 years ago
- ☆23Updated 7 years ago
- A python script to create a mapping table between I/B/E/S and Compustat☆18Updated 5 years ago
- ☆97Updated 5 months ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆37Updated 3 years ago
- Nowcasting☆219Updated 5 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆19Updated last year
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆15Updated last year
- This repo contains the code to replicate the analyses in Baker, Larcker, Wang.☆50Updated 3 years ago
- Factor-Based Imputation for Missing Data☆59Updated 6 months ago
- Course Website on Macroeconomic Analysis with Machine Learning and Big Data☆126Updated last year
- A database on VC-backed startups from Ewens and Malenko (2025)☆12Updated 5 months ago
- Empirical Data and Some Simulation Codes☆103Updated 6 years ago
- Matteo Iacoviello's personal webpage☆11Updated this week
- ☆12Updated 10 years ago
- ☆106Updated 3 years ago