alexchinco

Glosten-and-Milgrom--1985-

clmx01

Code to replicate Campbell, Lettau, Malkiel, and Xu (2001) variance decomposition time series.

Research-Notebook-Code

dt97

s-and-p-500-companies

List of companies in the S&P 500 together with associated financials

CRSP-Data-Summary-Statistics-by-Industry-

JSON-Industry-Classification

lasso_forecasts_sc

Recreate-Levy--2010-

crossfilter

Fast n-dimensional filtering and grouping of records.