Mingze Gao

See a cloud of tags of my posts

2023

Apr 9 Correlated Random Effects
Apr 5 Probability of Informed Trading (PIN)
Feb 16 Stata 101 - Packages
Feb 3 Stata 101 - Introduction

2022

Nov 30 Estimate Merton Distance-to-Default
Oct 27 Display Page Views on Static Site
Oct 4 My New Site with Astro
Jun 18 Uninitialized Variable in C
Apr 16 Centrifuge Problem
Mar 6 Adding Another Factor to Principal-Agent Model
Jan 9 Estimate Organization Capital

2021

May 15 Download M&A Deals from SDC Platinum
Feb 11 Specification Curve Analysis

2020

Jul 30 Bitcoin Address Generator in Obfuscated Python
Jul 28 Firm Historical Headquarter State from SEC 10K/Q Filings
Jun 10 Compute Jackknife Coefficient Estimates in SAS
Jun 8 Python Shared Memory in Multiprocessing
May 27 Textual Analysis on SEC Filings
May 26 Kyle's Lambda
May 26 Variance Ratio Test - Lo and MacKinlay (1988)
May 26 Minimum Variance Hedge Ratio
May 26 Winsorization in SAS
May 25 Call Option Value from Two Approaches
May 25 Get Bank Holing Company Financials from FR Y-9C
May 25 Merge Compustat and CRSP
May 25 Reconciliation of Black-Scholes Variants
May 24 Decomposing Herfindahl–Hirschman (HHI) Index
May 22 Bloomberg BQuant (BQNT)
May 22 Compute Weekly Return from Daily CRSP Data
May 22 Convert Between Numeric and Character Variables
May 22 Setup Docker/Ngnix and Let's Encrypt on Ubuntu
May 22 Generate Fama-French Industry Classification From SIC
May 22 Identify Chinese State-Owned Enterprise using CSMAR
May 22 LeGao to Make Your Own LEGO Mosaics
May 22 Use SAS Macros on WRDS
May 22 What it takes to be a CEO? A fun survey of literature.
May 22 Working Remotely on a Windows Machine from VSCode on a Mac
Mar 24 Beta - Unlevered and Levered

2019

Jul 25 Encode Password for SAS Remote Submission
May 29 Accumulator Option Pricing
May 29 Never Use a Brain Wallet
Feb 25 100 Bitcoins Forgone for Science