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  1. lm2011-replication lm2011-replication Public

    From-scratch replication of Loughran and McDonald (2011) — SEC 10-K sentiment analysis with the LM Master Dictionary, and Fama-MacBeth regressions on filing-period excess returns.

    Python 2

  2. lm2011-extension lm2011-extension Public

    Extend the analysis of Loughran and McDonald (2011) — SEC 10-K sentiment analysis

    Python