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itsNH98/README.md

Nicolas Harvie

PhD Candidate in Finance, Rotman School of Management, University of Toronto.

I study information economics in financial markets — how beliefs form, aggregate, and move prices. My work combines market microstructure and behavioral asset pricing, with applications in equity markets, prediction markets, and retail trading.

Working Paper:

  • Size Distortions in Robust Estimators: Implications for Asset Pricing (with V. Grégoire & A. Sanford) [SSRN]

Links: Website · Google Scholar

Popular repositories Loading

  1. macro_factor_timing macro_factor_timing Public archive

    Replication and Trading Strategy based on "Macro Trends and Factor Timing" (Favero & al, 2022)

    Jupyter Notebook 1 1

  2. online_courses online_courses Public

    Code done in online courses

    Python

  3. anomaly_research anomaly_research Public archive

    Research on predictors of excess returns

    Jupyter Notebook 1

  4. financial_econometrics_labs financial_econometrics_labs Public archive

    Lab sessions developed for MATH60210 - Financial Econometrics at the HEC finance MSc

    Jupyter Notebook

  5. ff_decimals_randomization ff_decimals_randomization Public

    Assessing the impact of randomization in the decimals of the Fama-French factors

    Jupyter Notebook

  6. corporate_finance corporate_finance Public archive

    Corporate finance projects

    Stata