Ekaterina Volkova's repositories
Block_Codes
This depository uses SEC EDGAR data in Schedule 13D and Schedule 13G data to find all positions above 5% in all US stocks between 1994 and 2018.
IPO-Review-Chapter
Explanation of IPO data extraction from SDC Platinum, data cleaning and matching with CRSP
Regulatory_Fragmentation
This GitHub repository shows data collection and analysis for “Regulatory Fragmentation” paper by Kalmenovitz, Lowry and Volkova, The Journal of Finance (Forthcoming)
efvolkova.github.io
Personal Website
hdp
Hierarchical Dirichlet processes. Topic models where the data determine the number of topics. This implements Gibbs sampling.
text-analytics-w-python-2e
Source Code for 'Text Analytics with Python,' 2nd Edition by Dipanjan Sarkar
tidy-text-mining
Manuscript of the book "Tidy Text Mining with R" by Julia Silge and David Robinson