Yu Zhu
Ph.D. Candidate, Information SystemsUniversity of Utah
A highly efficient (>10x speedup) and concise (core part is less than 40 lines) event study R program that replicates WRDS’s SAS version.
How date and time are stored/processed in R and SAS, and how to use them wisely in WRDS or in your daily programming.
Yu Zhu
published on As a Git non-prouser, I found these tips very helpful.
Yu Zhu
published on Some facts on earnings announcement and analyst revision that you may not know before.
Yu Zhu
published on How to choose the right expected return model?
Quick recipe for a synthetic control study
Quick recipe for a DD study
Under what conditions does a significant coefficient means causality?
Bypass WRDS’s DUO verification
Downloading with Rsync could be 10X to 100X faster than downloading from Web or PostgreSQL
Indexing a row from Pandas is order of magnitudes slower than indexing from a native dict
or numpy.array
10K/Q are only available to the public several days after the fiscal period end, how does WRDS Factors deal with that?
Yu Zhu
published on How to extract items from 10K/Q files
Find the millisecond-level earnings event time by combining Captial IQ and RavenPack
The issue and my conversation with WRDS
How to query the surrounding days given an event?
How to parallelize in R using the future
package.