Tags¶
8-K¶
Apps¶
Asset pricing¶
BQNT¶
Beta¶
Bitcoin¶
- 100 Bitcoins Forgone for Science
- Bitcoin Address Generator in Obfuscated Python
- Never Use a Brain Wallet
Bloomberg¶
C¶
CEO¶
CRSP¶
CSMAR¶
Code¶
- Compute Jackknife Coefficient Estimates in SAS
- Compute Weekly Return from Daily CRSP Data
- Convert Between Numeric and Character Variables
- Download SEC Filings from EDGAR
- Estimate Organization Capital
- Firm Historical Headquarter State from SEC 10K/Q Filings
- Generate Fama-French Industry Classification From SIC
- Bank Holing Company Financials from FR Y-9C
- Variance Ratio Test - Lo and MacKinlay (1988)
- Merge Compustat and CRSP
- Estimate Merton Distance-to-Default
- Never Use a Brain Wallet
- Python Shared Memory in Multiprocessing
- Specification Curve Analysis
- Textual Analysis on SEC Filings
- Uninitialized Variable in C
- Use SAS Macros on WRDS
- Winsorization in SAS
Compustat¶
Data¶
Default Probability¶
DiD¶
Discretionary Accruals¶
Docker¶
EDGAR¶
Econometrics¶
- Correlated Random Effects
- Difference-in-Differences Estimation
- GARCH-Constant Conditional Correlation (CCC)
- GARCH Estimation
- Translog Cost Function Estimation
- Translog Production and Cost Functions
Economics¶
GARCH¶
HHI¶
Hedge¶
Informed Trading¶
Jackknife¶
Literature¶
M&A¶
Merton¶
Nginx¶
Option¶
- Accumulator Option Pricing
- Call Option Value from Two Approaches
- Reconciliation of Black-Scholes Variants
Organization Capital¶
PIN¶
Principal-Agent model¶
Python¶
- Accumulator Option Pricing
- Bitcoin Address Generator in Obfuscated Python
- Bloomberg BQuant (BQNT)
- Download SEC Filings from EDGAR
- GARCH-Constant Conditional Correlation (CCC)
- GARCH Estimation
- Variance Ratio Test - Lo and MacKinlay (1988)
- Never Use a Brain Wallet
- Python Shared Memory in Multiprocessing
- Textual Analysis on SEC Filings
Quant¶
SAS¶
- Compute Jackknife Coefficient Estimates in SAS
- Compute Weekly Return from Daily CRSP Data
- Convert Between Numeric and Character Variables
- Encode Password for SAS Remote Submission
- Estimate Organization Capital
- Bank Holing Company Financials from FR Y-9C
- Merge Compustat and CRSP
- Estimate Merton Distance-to-Default
- Use SAS Macros on WRDS
- Winsorization in SAS
SDC¶
SEC¶
- Download SEC Filings from EDGAR
- Firm Historical Headquarter State from SEC 10K/Q Filings
- Textual Analysis on SEC Filings
Simulation¶
Specification Curve¶
Stata¶
- Convert Between Numeric and Character Variables
- Difference-in-Differences Estimation
- FRED - Federal Reserve Economic Data
- GARCH-Constant Conditional Correlation (CCC)
- GARCH Estimation
- Generate Fama-French Industry Classification From SIC
- Specification Curve Analysis
- Translog Cost Function Estimation
- FRED - Federal Reserve Economic Data
- Introduction
- Packages
- Working with datasets
TAQ¶
Textual Analysis¶
- Download SEC Filings from EDGAR
- Firm Historical Headquarter State from SEC 10K/Q Filings
- Textual Analysis on SEC Filings