Using a novel database of all municipal securities disclosure, this project explores price efficiency in municipal securities markets.
Assistance is needed to clean and format textual data. We may also need help with preliminary analyses using natural language processing (e.g., topic analyses). This opportunity will be of particular appeal to students who want to learn more about the early stages of research and have an interest in research in financial markets.
Requisite Skills and Qualifications:
Python and/or R, with prior experience using machine learning and natural language processing. The ability to work independently and attention to detail is a must.