Assistant Professor of Finance, University of Melbourne
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University of Melbourne
- Melbourne, Australia
- www.evolkova.info
Highlights
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Regulatory_Fragmentation
Regulatory_Fragmentation PublicThis GitHub repository shows data collection and analysis for “Regulatory Fragmentation” paper by Kalmenovitz, Lowry and Volkova, The Journal of Finance (Forthcoming)
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Block_Codes
Block_Codes PublicThis depository uses SEC EDGAR data in Schedule 13D and Schedule 13G data to find all positions above 5% in all US stocks between 1994 and 2018.
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IPO-Review-Chapter
IPO-Review-Chapter PublicExplanation of IPO data extraction from SDC Platinum, data cleaning and matching with CRSP
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