crsp

There are 0 repository under crsp topic.

• fkempf92 / FactorData

  Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud

  assetpricingcompustatcrspfama-frenchportfoliospythonwrds
  Language:Python 25

• czi-finance / wrds_sample_code

  Sample SAS programs that process WRDS data and facilitate econometric analysis

  compustatcrspibessaswrds
  Language:SAS 14

• attilabalogh / 012-Matching

  Data matching for corporate governance research

  dataset-matchingcorporate-governanceboardexsascrspcompustat
  Language:SAS 13

• snauhaus / link_compustat_ibes

  A python script to create a mapping table between I/B/E/S and Compustat

  ibescompustatcrspwrdspythonmapping
  Language:Python 13

• emmajy-li / pipeline

  Pipeline dealing with WRDS (Wharton Research Data Services) datasets including crsp, master, etc, in order to build mega-database for scaling in Market Microstructure research

  automationcrspmasterwrds
  Language:Python 2

• volkovacodes / Regulatory_Fragmentation

  This GitHub repository shows data collection and analysis for “Regulatory Fragmentation” paper by Kalmenovitz, Lowry and Volkova, The Journal of Finance (Forthcoming)

  federal-registercompustatcrspregulationregulations-govsec-edgarcorporate-financessrnjournal-of-financegovernancegovernance-as-coderegulatory-dataacademic-papercfrrulemakinglegal-datafinance
  Language:HTML 2

• simonschoe / fuzzy-name-match

  Fuzzy match entity names (primarily persons and companies) across databases

  compustatcrspexecucompfuzzy-matching
  Language:Python 1