Mengnan "Cliff" Zhu
Corporate Finance, Financial Regulation, FinTech, Machine Learning
Online Appendix
Does the Confidential IPO Registration Process Create Value?
Version: October 2021 (updating...)
Who You Are Matters More Than What You Do: Financing Expectations and Firm Performance
Version: January 2021 (updating...)
Data/Codes (updating...)
Company Filing Downloader
Python codes to download company filings from SEC by given criteria, such as form type, company name and filing date
Company Filing History Extractor
Python codes to generate the company's comprehensive filing history by a given Central Index Key (CIK)
Company Filing Parser
Python codes to parse full-text filings and extract company information, including SEC Header and company identifiers
Company Filing Section Breaker
Python codes to break full-text filings into sections based on the table of contents
GRS F-test for STATA
Stata module to perform the Gibbons, Ross, Shanken test of mean-variance efficiency of asset returns.
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Suggested Citation:
Mengnan Zhu, 2020. "GRSFTEST: Stata module to perform the Gibbons, Ross, Shanken test of mean-variance efficiency of asset returns," Statistical Software Components S458828, Boston College Department of Economics.