velikov-mihail Goto Github PK
Name: Mihail Velikov
Type: User
Company: Penn State University
Twitter: VelikovMihail
Location: State College, PA
Name: Mihail Velikov
Type: User
Company: Penn State University
Twitter: VelikovMihail
Location: State College, PA
Resources for a PhD class module focused on anomalies.
Resources for a PhD class module focused on anomalies.
MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)
Replication code for Chen and Velikov (2021), Zeroing in on the expected returns of anomalies.
Replication code for Dambra, Velikov, and Weber (WP, 2023), Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from FOMC Announcements
Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.
Replication code for Moore and Velikov (2022), Oil price exposure and the cross section of stock returns
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Open source projects and samples from Microsoft.
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Data-Driven Documents codes.
China tencent open source team.