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Part 1: Document Description
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Citation |
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Title: |
Replication Package for "Bond Price Fragility and the Structure of the Mutual Fund Industry" |
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Identification Number: |
doi:10.7910/DVN/MP1N3R |
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Distributor: |
Harvard Dataverse |
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Date of Distribution: |
2023-12-06 |
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Version: |
4 |
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Bibliographic Citation: |
Giannetti, Mariassunta; Jotikasthira, Chotibhak, 2023, "Replication Package for "Bond Price Fragility and the Structure of the Mutual Fund Industry"", https://doi.org/10.7910/DVN/MP1N3R, Harvard Dataverse, V4 |
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Citation |
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Title: |
Replication Package for "Bond Price Fragility and the Structure of the Mutual Fund Industry" |
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Identification Number: |
doi:10.7910/DVN/MP1N3R |
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Authoring Entity: |
Giannetti, Mariassunta (Stockholm School of Economics) |
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Jotikasthira, Chotibhak (Southern Methodist University) |
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Distributor: |
Harvard Dataverse |
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Access Authority: |
Jotikasthira, Chotibhak |
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Depositor: |
Jotikasthira, Chotibhak |
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Date of Deposit: |
2023-12-06 |
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Holdings Information: |
https://doi.org/10.7910/DVN/MP1N3R |
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Study Scope |
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Keywords: |
Business and Management, Bonds, Mutual Funds, Fire Sales, Fed, Corporate Quantitative Easing, COVID-19 Pandemic, Secondary Market Corporate Credit Facility (SMCCF) |
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Abstract: |
Please read "README" before using the replication package. The package contains: (i) the README file with explanations on how to construct the intermediate datasets, which were used in the empirical analysis, and how to run the provided code, (ii) the code generating the tabulated results (All_tables.do) from the intermediate datasets, and (iii) the pseudo-datasets (that mimic the intermediate datasets), on which All_tables.do can be run. The pseudo-datasets are only for illustrating the data structure and testing the code. *** The code, run on the pseudo-datasets, will NOT produce the exact results in the paper. *** |
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Methodology and Processing |
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Sources Statement |
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Data Access |
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Other Study Description Materials |
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Related Publications |
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Citation |
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Title: |
Giannetti, Mariassunta, and Chotibhak Jotikasthira, 2024, Bond Price Fragility and the Structure of the Mutual Fund Industry, Forthcoming, Review of Financial Studies. |
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Bibliographic Citation: |
Giannetti, Mariassunta, and Chotibhak Jotikasthira, 2024, Bond Price Fragility and the Structure of the Mutual Fund Industry, Forthcoming, Review of Financial Studies. |
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Label: |
GJ_replication_package.7z |
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Text: |
Zipped folder including README, All_tables.do, Variable_names, "data" folder (pseudodatasets), and "results" folder (currently empty) |
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Notes: |
application/x-7z-compressed |