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
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Bayesian Fama-MacBeth
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Nov 25, 2024 - Python
All Around Finance
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May 13, 2025 - 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
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