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empirical-assignment
empirical-assignment PublicA collection of sample codes designed as assignments for students taking Market Microstructure
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cmsc643_similar_sets
cmsc643_similar_sets PublicProject 1: Similar document searching via MinHash and Locality Sensitive Hashing
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realized_variance
realized_variance PublicCalculation of stock realized variance based on trade data on WRDS cloud
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daily-combined
daily-combined PublicCode that runs on WRDS cloud computer to combine daily stock files in the database into monthly stock files and export them
SAS 1
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