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Popular repositories

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    Python code and stock market data used as a gentle introduction to Python and pandas for graduate students in ACC 5200.

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  2. Returns_Earnings_Announcements Returns_Earnings_Announcements Public

    Python code to merge financial data from earnings announcements with stock price data. Both datasets are from Sharadar and obtained via Quandl's API. The code considers earnings announced on non-tr…

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  3. Going_Concern Going_Concern Public

    Python code to identify going concern audit report modifications from Audit Analytics data

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  4. Earnings_And_Returns Earnings_And_Returns Public

    A replication and extension of MacKinlay's "Event Studies in Economics and Finance" Journal of Economic Literature (1997).

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    Mathematical proofs and Monte Carlo simulations which show that popular forms of scaling/deflating induce bias

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    Python code to web scrape a Balance Sheet from EDGAR and convert into a pandas DataFrame

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