Research Assistant - Corporate Bond Market Analysis - Scientific Paper Data Replication
Budget: €12 – €18 EUR
In this project, I am seeking expert assistance to efficiently and accurately replicate the data analysis process of a specific scientific paper (appendix). The task predominantly focuses on the facet of data analysis, particularly multivariate regression. I need especially help with acquiering the data from Eikon by Thomson Reuters, bringing it into a proper data format to analyse it in python. We are using different regression strategies (linear, multivariable, panel, instrument variable) and we will be working with Asset pricing models (e.g. Fama French).
Skills and Experience:
• Proficiency in statistical analysis and econometric modeling, including experience with software such as Python
• Understanding of financial markets, corporate bonds, and climate risk pricing
• Experience with data manipulation and merging large datasets from different sources
• Familiarity with carbon emissions data and financial datasets, including understanding of firm-level financial metrics and bond pricing metrics
• Extensive knowledge in implementing regression analyses, specifically multivariate regression.
• Expertise in experimental design and statistical methods.
• Strong attention to detail and ability to ensure data accuracy and consistency throughout the replication process
Responsibilities:
• Thoroughly understand the approach and methods of the specified scientific paper.
• Data acquisition (If you have access to financial data great, otherwise I have access to Eikon by Thomson Reuters)
• Recreate the data analysis process, emphasizing multivariate regression.
The ideal candidate is someone who possesses a sophisticated grasp of statistical analyses, and has background in finance. If the topic fascinates you: great! I also welcome students and am open to a long term research collaboration.
The paper in question: Duan, Tinghua, Frank Weikai Li, and Quan Wen. “Is Carbon Risk Priced in the Cross-Section of Corporate Bond Returns?” Journal of Financial and Quantitative Analysis, June 20, 2023, 1–52. https://doi.org/10.1017/S0022109023000832.
Skills and Experience:
• Proficiency in statistical analysis and econometric modeling, including experience with software such as Python
• Understanding of financial markets, corporate bonds, and climate risk pricing
• Experience with data manipulation and merging large datasets from different sources
• Familiarity with carbon emissions data and financial datasets, including understanding of firm-level financial metrics and bond pricing metrics
• Extensive knowledge in implementing regression analyses, specifically multivariate regression.
• Expertise in experimental design and statistical methods.
• Strong attention to detail and ability to ensure data accuracy and consistency throughout the replication process
Responsibilities:
• Thoroughly understand the approach and methods of the specified scientific paper.
• Data acquisition (If you have access to financial data great, otherwise I have access to Eikon by Thomson Reuters)
• Recreate the data analysis process, emphasizing multivariate regression.
The ideal candidate is someone who possesses a sophisticated grasp of statistical analyses, and has background in finance. If the topic fascinates you: great! I also welcome students and am open to a long term research collaboration.
The paper in question: Duan, Tinghua, Frank Weikai Li, and Quan Wen. “Is Carbon Risk Priced in the Cross-Section of Corporate Bond Returns?” Journal of Financial and Quantitative Analysis, June 20, 2023, 1–52. https://doi.org/10.1017/S0022109023000832.