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Python code to merge financial data from earnings announcements with stock price data. Both datasets are from Sharadar and obtained via Quandl's API. The code considers earnings announced on non-trading days prior to the merge and includes a function that takes a reserarcher-specified number of days for the event window to calculate the returns.

Python 5.25% Jupyter Notebook 94.75%

returns_earnings_announcements's Introduction

Python code to merge financial data from earnings announcements with stock price data. Both datasets are from Sharadar and obtained via Quandl's API. The code considers earnings announced on non-trading days prior to the merge and includes a function that takes a reserarcher-specified number of days for the event window to calculate the returns.

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