behavioral-finance
There are 6 repositories under behavioral-finance topic.
chen-001/pure_ocean_breeze
众人的因子回测框架 stock factor test
gen-li/Replic_barberis_jin_wang_2021
Replicate Barberis, Jin, and Wang (2021)
Richard-Lwc/Belief-Overreaction-and-Stock-Market-Puzzles-Replication
Replication of tables and figures of (BGLS, 2020) in Stata, R and Python. Not 100% perfectly the same as the original paper due to probable data misusage, ambiguous descriptions of some datasets in the paper or other reasons.
misacodes/dissertation_twitter_sp500
This repo contains the most important snippets of my masters thesis on the predictive power of Twitter emotions in the early months of the Covid-19 global health emergency
bepstein9893/The-Paradoxical-Effects-of-Memory-Priming-on-Intertemporal-Choice
University of Pennsylvania Senior Thesis (2021)
misacodes/speculative_bubbles_in_ethereum
This repo contains a compiled dataset of Ethereum prices and R code for the detection of speculative bubbles using backward supremum augmented Dickey-Fuller procedure.