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index-effect

Here are 2 public repositories matching this topic...

nata2627 / moex-index-effect

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

Leonard-Don / index-inclusion-research

Empirical-finance toolkit with event studies, matched controls, robustness checks, and an interactive research dashboard.

python flask causal-inference rdd market-microstructure event-study regression-discontinuity empirical-finance academic-research research-dashboard china-market index-inclusion index-effect

Updated Jul 5, 2026
Python

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