Pinned Repositories
FF3-in-2023
Replicating Fama-French 1993 in the year 2023
figs_for_wikipedia
Code for making figures for wikipedia
flex-mining
code for turning data sets into trading strategies
garage
This is my garage. Sorry about the mess.
hf-spreads-all
Code for high-frequency trading cost data from Chen and Velikov (2021)
high-throughput-ap
How to stop worrying and learn to love data miing
mostly-true
Benjamini-Hochberg style FDR estimates under publication bias
PBR
Publication Bias in asset pricing Research
Post-Truth-Finance
for panel on "the p-hacking debate" at FMA 2023
qml-pub-bias
chenandrewy's Repositories
chenandrewy/flex-mining
code for turning data sets into trading strategies
chenandrewy/Post-Truth-Finance
for panel on "the p-hacking debate" at FMA 2023
chenandrewy/hf-spreads-all
Code for high-frequency trading cost data from Chen and Velikov (2021)
chenandrewy/high-throughput-ap
How to stop worrying and learn to love data miing
chenandrewy/mostly-true
Benjamini-Hochberg style FDR estimates under publication bias
chenandrewy/PBR
Publication Bias in asset pricing Research
chenandrewy/FF3-in-2023
Replicating Fama-French 1993 in the year 2023
chenandrewy/garage
This is my garage. Sorry about the mess.
chenandrewy/qml-pub-bias
chenandrewy/figs_for_wikipedia
Code for making figures for wikipedia
chenandrewy/predictor-revisions
Made for discussing Akey-Robertson-Simultin's Noisy Factors Paper
chenandrewy/t-hurdles
Code for "Do t-stat hurdles need to be raised?"