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nata2627 / moex-index-effect

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Событийное исследование индексного эффекта на Московской бирже: что происходит с ценой и ликвидностью акции при включении в индекс IMOEX и исключении из него

python finance reproducible-research pandas stock-market econometrics statsmodels causal-inference abnormal-returns moex event-study difference-in-differences placebo-test market-model index-effect imoex
  • Updated Sep 21, 2026
  • Python

Kartik281204 / Earning-Sentiment-Analyzer

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Scores real earnings press releases with a Loughran-McDonald finance dictionary and a from-scratch JAX transformer trained on Financial PhraseBank, then runs a proper market-model event study testing whether either score predicts post-earnings abnormal returns.

python nlp transformers market-data quantitative-finance market-research earnings event-study marketing-analytics jax market-intelligence market-analysis finance-nlp earnings-analysis market-model
  • Updated Aug 1, 2026
  • Python

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