jfqa-data-analysis
brycewang-stanford/Awesome-Journal-Skills
This comprehensive guide assists in executing and documenting rigorous empirical finance research, tailored for top-tier journals like JFQA. It covers the entire pipeline, including complex financial data construction (CRSP, Compustat), advanced data cleaning (winsorizing, outlier handling), and sophisticated econometrics (fixed effects, clustered standard errors, Fama-MacBeth). The core focus is achieving absolute reproducibility, ensuring that all filters, robustness checks, and analytical steps are meticulously documented for archival and peer review.