Democratize Data For Insights

Extract High-frequency Data via PC SAS

Request trade and quotes data from WRDS-TAQ database for intra-day event study

Posted by Mengjie Xu on Friday, December 3, 2021

Exploit WRDS Cloud via Python

Make your WRDS data extraction and processing replicable

Posted by Mengjie Xu on Tuesday, October 12, 2021

My name is Mengjie Xu. I obtained my PhD from the Frankfurt School of Finance & Management in April 2024 and will join Duke University as an Assistant Professor in Accounting.