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Focusing
Financial economist studying macro-finance, asset pricing, financial markets, monetary and fiscal policy
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Shanghai Advanced Institute of Finance
- Shanghai, China
- czi.finance
- @czi_finance
Highlights
- Pro
Pinned Loading
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wrds_sample_code
wrds_sample_code PublicSample SAS programs that process WRDS data and facilitate econometric analysis
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welch_market_beta.sas
welch_market_beta.sas PublicA SAS macro that calculates market betas following Welch (2019)
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GP2015_RepEx.jl
GP2015_RepEx.jl PublicA Replication Exercise of Garleanu and Panageas (2015)
Julia 2
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