Code and Data

Code Repositories 

Bitbucket Repository:

This is a collection of useful functions in finance research.

2. Big Data in Finance, PhD Course: big_data2020

Bitbucket Repository: 

This repository contains class material for Part II of Big Data in Finance (PhD, Spring 2020). 

Data Repositories


This repository contains hand collected data on the financial assets of US nonfinancial firms.

RepositoryCEPs and hedge portfolios 

This repository contains daily and monthly returns of characteristics efficient portfolios and hedge portfolios.