Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
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Feb 9, 2023 - Python
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assetpricing
Here are 4 public repositories matching this topic...
All Around Finance
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Nov 7, 2024 - Python
This repository deals with my bachelor thesis which is first about developing a liquidity index with which secondly the liquidity risk exposure and therefore premium on the US-capital market is measured.
finance
timeseries
econometrics
asset
pastor
bachelorthesis
rdata
assetpricing
stambaugh
us-capitalmarket
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Sep 26, 2023 - R
Exploration of methods in Asset Pricing applied to a public dataset
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Nov 8, 2024 - Jupyter Notebook
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