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

-A Replication, Abstract: The paper Stock Returns over the FOMC Cycle (Cieslak et al., 2019) finds a pattern in financial markets that suggests that stock market excess returns in the last 23 years were entirely earned in even weeks (0, 2, 4, and 6) starting from the last FOMC meeting.

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.

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

BEML and Glaxo stock risk & returns

Returns on SIP

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