AssayingAnomalies
This library is a Python implementation of the MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023) and is to be used for empirical academic asset pricing research, particularly focused on studying anomalies in the cross-section of stock returns.
Activity
- Latest release
- 2y ago
- Total releases
- 15
- Cadence
- ~daily
- Last 12 months
- 0
Details
- First release
- Jan 10, 2024
| Version | Released | |
|---|---|---|
2.0.6
patch
|
2.0.6
patch
Dependencies (68)
+ 60 more |
|
2.0.5
patch
|
2.0.5
patch
Dependencies (13)
+ 5 more |
|
2.0.4
patch
|
2.0.4
patch
Dependencies (13)
+ 5 more |
|
2.0.3
patch
|
2.0.3
patch
Dependencies (13)
+ 5 more |
|
2.0.2
patch
|
2.0.2
patch
Dependencies (13)
+ 5 more |
|
2.0.1
patch
|
2.0.1
patch
Dependencies (13)
+ 5 more |
|
2.0.0
major
|
2.0.0
major
Dependencies (12)
+ 4 more |
|
1.6.3
patch
|
1.6.3
patch
Dependencies (12)
+ 4 more |
|
1.6.2
patch
|
1.6.2
patch
Dependencies (11)
+ 3 more |
|
1.6.0
minor
|
1.6.0
minor
Dependencies (11)
+ 3 more |
|
1.5.2
minor
|
1.5.2
minor
Dependencies (11)
+ 3 more |
|
1.2
minor
|
1.2
minor
|
|
1.1
minor
|
1.1
minor
|
|
1.0
major
|
1.0
major
|
|
0.1
initial
|
0.1
initial
|