Robust inference in difference-in-differences and event study designs

Robust inference in difference-in-differences and event study designs (Stata version of the R package of the same name)

Implementing Local Projections Difference-in-Differences (LP-DiD) estimators

A suite of Julia packages for difference-in-differences

Fama-French models, idiosyncratic volatility, event study

Regression-based multi-period difference-in-differences with heterogenous treatment effects

NLP repo for our paper "StockTwits Classified Sentiment and Stock Returns". StockTwits data is available in the README.