Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
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Feb 9, 2023 - Python
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crsp
Here are 10 public repositories matching this topic...
Fuzzy match entity names (primarily persons and companies) across databases
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Mar 12, 2024 - Python
Pipeline dealing with WRDS (Wharton Research Data Services) datasets including crsp, master, etc, in order to build mega-database for scaling in Market Microstructure research
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Aug 2, 2019 - Python
Repository for CQA: How much new information is there in earnings? Reproducible Empirical Accounting Research. Ass III
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Mar 8, 2025 - Python
Replication code for "The Shape of Beta: Industry Factor Structure and Crisis Risk Premium" (Woo & Kim, 2026)
python asset-pricing fama-french financial-economics crsp wrds factor-model beta-estimation crisis-risk-premium industry-shrinkage
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Mar 5, 2026 - Python
按决策难度匹配 Agent 介入方式的智能数据准备系统 | Intelligent Data Preparation Agent
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Apr 9, 2026 - Python
Academically rigorous implementation of the Fama-French (2015) five-factor model using WRDS (CRSP + Compustat) data.
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Mar 6, 2026 - Python
Academically rigorous implementation of the Fama-French (1993) three-factor model using WRDS (CRSP + Compustat) data.
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Mar 6, 2026 - Python
Minimal PEAD (post-earnings announcement drift) backtest using Wharton Research Data Services (IBES + CRSP) — Python pipeline for research & plots.
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Sep 4, 2025 - Python
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