Alex Dickerson's repositories
TRACE-corporate-bond-processing
Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
information-theoretic-sdfs
R Code to extract "information theoretic" SDFs from Asset Pricing Theory
ceballos-inflation-volatility-2022-replication
Replication code for Inflation Volatility Risk and the Cross-section of Corporate Bond Returns by Ceballos (2022),
bali-subrahmanyam-wen-2021-replication
Code to replicate the Bali, Subrahmanyam and Wen (2021) JFQA paper.
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