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  1. Replic_barberis_jin_wang_2021Replic_barberis_jin_wang_2021Public

    Replicate Barberis, Jin, and Wang (2021)

    Python 9 9

  2. Replicate_PEADReplicate_PEADPublic

    Replicate Post-Earnings Announcement Drift (PEAD)

    Stata 8 3

  3. Event-Study-RobotEvent-Study-RobotPublic

    Offline event study MATLAB application

    1

  4. Extract_TAQ_from_WRDS_CloudExtract_TAQ_from_WRDS_CloudPublic

    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 5 3

  5. SOP_GENSOP_GENPublic

    Statement of Purpose (SOP) Generator

    Python 2

  6. Option-Pricing-SimulatorOption-Pricing-SimulatorPublic

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