Alexander-M-Dickerson

PhD Finance & Econometrics student Warwick Business School

Warwick Business SchoolSydney

Pinned Repositories

bali-subrahmanyam-wen-2021-replication
Code to replicate the Bali, Subrahmanyam and Wen (2021) JFQA paper.
Language:Python03
ceballos-inflation-volatility-2022-replication
Replication code for Inflation Volatility Risk and the Cross-section of Corporate Bond Returns by Ceballos (2022),
10
hello-streamlit
Language:Python00
information-theoretic-sdfs
R Code to extract "information theoretic" SDFs from Asset Pricing Theory
Language:R31
PyBondLabAD
Language:Python00
TRACE-corporate-bond-processing
Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
Language:Python45 5 114
TRACE-fama-french-industry
Language:R00
PyBondLab
Language:Python22 2 14

Alexander-M-Dickerson/TRACE-corporate-bond-processing
Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
Language:Python45 5 114
Alexander-M-Dickerson/information-theoretic-sdfs
R Code to extract "information theoretic" SDFs from Asset Pricing Theory
Language:R31
Alexander-M-Dickerson/ceballos-inflation-volatility-2022-replication
Replication code for Inflation Volatility Risk and the Cross-section of Corporate Bond Returns by Ceballos (2022),
10
Alexander-M-Dickerson/bali-subrahmanyam-wen-2021-replication
Code to replicate the Bali, Subrahmanyam and Wen (2021) JFQA paper.
Language:Python03
Alexander-M-Dickerson/hello-streamlit
Language:Python00
Alexander-M-Dickerson/PyBondLabAD
Language:Python00
Alexander-M-Dickerson/TRACE-fama-french-industry
Language:R00