GitHub - mk0417/Empirical-finance-data-tools: Codes to clean data and construct variables for empirical finance.

mk0417 / Empirical-finance-data-tools Public

Codes to clean data and construct variables for empirical finance.

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Name		Name	Last commit message	Last commit date
Latest commit History 37 Commits
52week_high.py		52week_high.py
accounting.py		accounting.py
analysts.py		analysts.py
capital_gain_overhang.py		capital_gain_overhang.py
idiosyncratic_volatility.py		idiosyncratic_volatility.py
max_daily_return.py		max_daily_return.py
past_returns.py		past_returns.py
skewness.py		skewness.py
sue.py		sue.py
total_volatility.py		total_volatility.py
volume.py		volume.py
wrds_to_parquet.py		wrds_to_parquet.py