OpenSourceAP / CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

Date Created 2020-05-08 (4 years ago)

Commits 318 (last one about a month ago)

Stargazers 745 (4 this week)

Watchers 34 (0 this week)

Forks 218

License gpl-2.0

Ranking

RepositoryStats indexes 584,777 repositories, of these OpenSourceAP/CrossSection is ranked #66,876 (89th percentile) for total stargazers, and #63,751 for total watchers. Github reports the primary language for this repository as Stata, for repositories using this language it is ranked #2/57.

Other Information

OpenSourceAP/CrossSection has Github issues enabled, there are 12 open issues and 112 closed issues.

There have been 9 releases, the latest one was published on 2024-10-08 (about a month ago) with the name AnnouncementReturn lookahead bias patch.

Homepage URL: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3604626

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Watcher History

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Recent Commit History

194 commits on the default branch (master) since jan '22

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Languages

The primary language is Stata but there's also others...

updated: 2024-11-20 @ 04:02pm, id: 262359710 / R_kgDOD6NKng