Code
I develop and maintain several Julia packages for empirical research in accounting and finance.
WRDSMerger.jl
Julia package to flexibly merge different identifiers in WRDS, provides download functions for common WRDS datasets
View on GitHubAbnormalReturns.jl
Julia package to quickly calculate abnormal returns and other related statistics for large numbers of firm-events (fastest method to calculate abnormal returns in the world)
View on GitHubRegressionTables.jl
Julia package to create regression tables in a variety of formats for publication
View on GitHubRegressionTablesXLSX.jl
Julia package to create regression tables and output directly to Excel
View on GitHub