event-studies

There are 0 repository under event-studies topic.

• asheshrambachan / HonestDiD

  Robust inference in difference-in-differences and event study designs

  difference-in-differencesevent-studiesrobust-inference
  Language:R 210

• mcaceresb / stata-honestdid

  Robust inference in difference-in-differences and event study designs (Stata version of the R package of the same name)

  difference-in-differencesevent-studiesrobust-inference
  Language:Stata 92

• JuliaDiffinDiffs / DiffinDiffs.jl

  A suite of Julia packages for difference-in-differences

  juliaeconometricscausal-inferenceeconomicsempirical-researchdifference-in-differencesevent-studies
  Language:Julia 40

• bradleyboyuyang / Empirical-Finance

  Fama-French models, idiosyncratic volatility, event study

  investment-analysisempirical-financemultifactor-modelevent-studiescapmefficient-frontierfama-macbeth
  Language:Jupyter Notebook 30

• JuliaDiffinDiffs / InteractionWeightedDIDs.jl

  Regression-based multi-period difference-in-differences with heterogenous treatment effects

  econometricseconomicscausal-inferencedifference-in-differencesevent-studiesempirical-researchjuliaregressionfixed-effects
  Language:Julia 13

• marcaureledivernois / tweet_sklearn

  NLP repo for our paper "StockTwits Classified Sentiment and Stock Returns". StockTwits data is available in the README.

  nlptweetsevent-studiesfinance
  Language:Python 5