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Part 1: Document Description
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Citation |
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Title: |
Replication Data for: 'Excess Volatility: Beyond Discount Rates' |
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Identification Number: |
doi:10.7910/DVN/JA8CFG |
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Distributor: |
Harvard Dataverse |
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Date of Distribution: |
2017-08-30 |
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Version: |
1 |
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Bibliographic Citation: |
Giglio, Stefano; Kelly, Bryan, 2017, "Replication Data for: 'Excess Volatility: Beyond Discount Rates'", https://doi.org/10.7910/DVN/JA8CFG, Harvard Dataverse, V1 |
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Citation |
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Title: |
Replication Data for: 'Excess Volatility: Beyond Discount Rates' |
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Identification Number: |
doi:10.7910/DVN/JA8CFG |
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Authoring Entity: |
Giglio, Stefano (Yale University) |
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Kelly, Bryan (University of Chicago) |
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Distributor: |
Harvard Dataverse |
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Access Authority: |
Kelly, Bryan |
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Depositor: |
Baranga, Thomas |
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Date of Deposit: |
2017-08-14 |
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Holdings Information: |
https://doi.org/10.7910/DVN/JA8CFG |
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Study Scope |
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Keywords: |
Social Sciences, Asset Pricing, General Behavioral Finance |
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Abstract: |
The data and programs replicate tables and figures from "Excess Volatility: Beyond Discount Rates", by Giglio and Kelly. Please see the Readme file for additional details. |
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Methodology and Processing |
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Sources Statement |
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Data Access |
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Notes: |
<a href="http://creativecommons.org/publicdomain/zero/1.0">CC0 1.0</a> |
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Other Study Description Materials |
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Related Publications |
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Citation |
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Title: |
Giglio and Kelly, 'Excess Volatility: Beyond Discount Rates,' The Quarterly Journal of Economics, (2018), Volume 133, Issue 1, 71–127. |
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Bibliographic Citation: |
Giglio and Kelly, 'Excess Volatility: Beyond Discount Rates,' The Quarterly Journal of Economics, (2018), Volume 133, Issue 1, 71–127. |
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Label: |
QJEReplication.zip |
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Notes: |
application/zip |