Ledoit-Wolf covariance matrix estimator of stock returns

Measuring the Market Risk Premium

A small utility built with R to graph the historical returns of a portfolio of stocks, ETFs or other securities

R&D Alpha: Empirical evidence on the relation between R&D investment intensity and long-term stock returns

R&D Alpha: Empirical evidence on the relation between R&D investment intensity and long-term stock returns

The article evaluates the effect of the enforcement activities of the Federal Antimonopoly Service of Russia on the market value of companies in the oil industry [reputational costs] (In Russian)

Predictive analysis and GARCH model on stock returns. I demonstrate how to use the PACF (partial autocorrelation function) and ACF (autocorrelation function) on a non stationary time series.

BEML and Glaxo stock risk & returns

Analyzing Stock Returns, Caffeine Effects, Cold Incidence, and Job Satisfaction

This projects aims to implement a Markov Switching Model for stock returns using the Bayesian framework.

Entropy, Market Structure, and Stock Returns: A Panel Data Analysis of Informational Complexity in Emerging Markets A reproducible econometric and machine learning framework

The code lets you get a QQ plot for Daily returns of IBM observations from Jan 1 2005 till Dec 31 2019

Asset Pricing Models Based on Stock Return Analysis : CAPM and Fama-French Three-Factor Model

CRSP-based analysis of long-run US stock returns, measuring 10-year, 30-year, and full-life holding-period outcomes while explicitly accounting for delistings and survivorship bias.

Returns on SIP

Statistical learning workflow for stock return prediction with model comparison, portfolio diagnostics, and reproducible sample outputs.

Compare performance of stocks and portfolios against a benchmark.