Feng-CityUHK / EquityCharacteristics

Calculate U.S. equity (portfolio) characteristics
https://feng-cityuhk.github.io/EquityCharacteristics/
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Add delisting return and update hxz date #8

Closed ericma4 closed 3 years ago

ericma4 commented 3 years ago

Add delisting return to daily characteristics and use Hou, Xue and Zhang(2015) method to deal with characteristics time