bradleyboyuyang / Empirical-Finance Star 28 Code Issues Pull requests Fama-French models, idiosyncratic volatility, event study capm fama-macbeth investment-analysis efficient-frontier multifactor-model empirical-finance event-studies Updated Jul 16, 2022 Jupyter Notebook
mk0417 / Empirical-finance-data-tools Star 9 Code Issues Pull requests Codes to clean data and construct variables for empirical finance. python asset-pricing empirical-research empirical-finance Updated Sep 14, 2021 Python
mk0417 / data-management-in-finance Star 4 Code Issues Pull requests An introduction to database and data management in empirical finance python stata empirical-finance Updated Oct 7, 2020 Python
yuz0101 / QuantFin Star 4 Code Issues Pull requests A toolkit for asset pricing research portfolio finance pricing quant empirical momentum quantitative-finance quantitative asset-pricing factor-models capm fama-french portfolio-management empirical-finance portfolio-sorting Updated Aug 19, 2024 Python
mk0417 / financial-database Star 3 Code Issues Pull requests An introduction to popular databases in empirical finance research. database empirical-finance Updated Mar 16, 2022 Jupyter Notebook