Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
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Updated
Feb 9, 2023 - Python
Calculates 103 firm characteristics from CRSP + Compustat directly in Python – no WRDS SAS cloud
Data matching for corporate governance research
Fuzzy match entity names (primarily persons and companies) across databases
This GitHub repository shows data collection and analysis for “Regulatory Fragmentation” paper by Kalmenovitz, Lowry and Volkova, The Journal of Finance (Forthcoming)
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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