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1. sdim sdim Public

   An R Package for Supervised Dimension Reduction

   R

2. forecastdom forecastdom Public

   Tools for Conditional and Unconditional Forecast Dominance Testing

   R

3. qbeamer qbeamer Public

   Quarto Personal Beamer Package

   R 1

4. wspm wspm Public

   An R implementation of the noise-robust intraday jump test developed by Christensen el al. (2025, JFE)

   C++

5. nbbo nbbo Public

   Downloads and cleans millisecond TAQ data from WRDS

   R

6. riskinfo riskinfo Public

   An R implementation of the risk information measure from Smith & So (2022, JAR), adapted for Analyst/Investor Day events

   R