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  1. Replic_barberis_jin_wang_2021 Replic_barberis_jin_wang_2021 Public

    Replicate Barberis, Jin, and Wang (2021)

    Python 7 9

  2. Replicate_PEAD Replicate_PEAD Public

    Replicate Post-Earnings Announcement Drift (PEAD)

    Stata 4 2

  3. Event-Study-Robot Event-Study-Robot Public

    Offline event study MATLAB application

    1

  4. Extract_TAQ_from_WRDS_Cloud Extract_TAQ_from_WRDS_Cloud Public

    A simple SAS program that can extract TAQ data from WRDS cloud for a list of companies on particular dates during specific time periods.

    SAS 3 3

  5. SOP_GEN SOP_GEN Public

    Statement of Purpose (SOP) Generator

    Python 2

  6. Option-Pricing-Simulator Option-Pricing-Simulator Public

    Non-exotic and exotic option price simulator using Monte Carlo simulation