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.
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11 to 20 of 580 Results
18_Monthly_Convex.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 4.7 KB - MD5: 246b38121517fb97382169aba71d9ee1
19_Append_Convex.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 837 B - MD5: f508134c1a20c6e9fb6dfebc48359488
20_Stock_Setup.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 3.2 KB - MD5: dd2373c200a55ea2f20aa84d4c709be5
21_DJIA_Convexity.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 638 B - MD5: 4ff9b4c13d4e2dc9aeb40ddfa624bede
22_Forcerank_Setup.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 4.3 KB - MD5: e7bbb5d90bc2126383b62b483fb27131
BW_Sentiment.tab
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Tabular Data - 75.6 KB - 16 Variables, 792 Observations - UNF:6:GGnsfUD7hLm0j+d1bMlMQg==
DJIA.tab
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Tabular Data - 287.3 KB - 5 Variables, 9578 Observations - UNF:6:MODo06nVDGHgj2q2rAH10g==
FF3_Daily.tab
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Tabular Data - 786.6 KB - 7 Variables, 25399 Observations - UNF:6:GXGQDJBYUSjUTVLBCemXPQ==
FF5_Monthly_Factors.tab
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Tabular Data - 55.1 KB - 15 Variables, 738 Observations - UNF:6:fDf/birlce47T7vp3zTRgg==
FF_REV_UMD.tab
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Tabular Data - 51.2 KB - 9 Variables, 1164 Observations - UNF:6:1Gi11L9u766mJ7hbWiKhxQ==
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