The JFQA publishes theoretical and empirical research in financial economics. Topics include corporate finance, investments, capital and security markets, and quantitative methods of particular relevance to financial researchers.
Featured Dataverses

In order to use this feature you must have at least one published or linked dataverse.

Publish Dataverse

Are you sure you want to publish your dataverse? Once you do so it must remain published.

Publish Dataverse

This dataverse cannot be published because the dataverse it is in has not been published.

Delete Dataverse

Are you sure you want to delete your dataverse? You cannot undelete this dataverse.

Advanced Search

1 to 10 of 580 Results
Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Jun 30, 2025
Woeppel, Michael, 2025, "Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability", https://doi.org/10.7910/DVN/LEYWQI, Harvard Dataverse, V1, UNF:6:zL02lWpSpYj90Qe4X1+pKg== [fileUNF]
Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability (accepted for publication in JFQA in May 2025)
00_README.rtf
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Rich Text Format - 3.8 KB - MD5: 95651976caaa7fac5abe6c7c7eb4c7fb
10_CRSP_Controls.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 1.8 KB - MD5: 883ae56bd2b3f9ccdd60bb5bf142ea0d
11_Compustat_Controls.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 989 B - MD5: 33d018676098ee6bc5380c8f53e028af
12_Skew.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 2.2 KB - MD5: 81ca716be4dbe0c40044f83cd408ca2d
13_IVOL.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 1.7 KB - MD5: 034eaf8653aa1a6470f5f0d288651fee
14_Spread_Volume.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 952 B - MD5: 10592a74a8dfe2755d852c8153219b1e
15_IBES_Count.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 473 B - MD5: dd4f4ddccea7f6e99dbdd46bdde291f2
16_Five_Day_Convex.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 2.9 KB - MD5: 7c8136c1ec68c107e0700e21453eb32f
17_Ten_Day_Convex.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 2.9 KB - MD5: c786e7aa3fbbdf390ff3e177824b769c
Add Data

Sign up or log in to create a dataverse or add a dataset.

Sign Up Log In
Share Dataverse

Share this dataverse on your favorite social media networks.

Link Dataverse
Reset Modifications

Are you sure you want to reset the selected metadata fields? If you do this, any customizations (hidden, required, optional) you have done will no longer appear.