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32 lines (32 loc) · 1.1 KB
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cff-version: 1.2.0
message: "If you use this pipeline in academic work, please cite it."
title: "HyperDB — A Reproducible Pipeline for Global Equity Research Data"
authors:
- family-names: Schoen
given-names: Tom
type: software
license: MIT
repository-code: "https://github.com/SchoenTom/hyperdb"
keywords:
- empirical asset pricing
- equity data
- survivorship bias
- point-in-time data
- reproducible research
- EODHD
references:
- type: article
authors: [{family-names: Ince, given-names: "Ozgur"}, {family-names: Porter, given-names: "R. Burt"}]
title: "Individual Equity Return Data from Thomson Datastream: Handle with Care!"
journal: "Journal of Financial Research"
year: 2006
- type: article
authors: [{family-names: Shumway, given-names: "Tyler"}]
title: "The Delisting Bias in CRSP Data"
journal: "The Journal of Finance"
year: 1997
- type: article
authors: [{family-names: Frazzini, given-names: "Andrea"}, {family-names: Pedersen, given-names: "Lasse Heje"}]
title: "Betting Against Beta"
journal: "Journal of Financial Economics"
year: 2014