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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21 to 30 of 565 Results
Market_Cap_Breakpoints.tab
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Tabular Data - 162.1 KB - 23 Variables, 1165 Observations - UNF:6:JGqKp8Tf1LqxmKiG5RU6TA==
Monthly_RF.tab
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Tabular Data - 19.2 KB - 4 Variables, 1158 Observations - UNF:6:UbOyPRuVvWY8iv/kAWvGpg==
PS_Factors.tab
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Tabular Data - 52.2 KB - 8 Variables, 725 Observations - UNF:6:ZmVSWT9GDFzkGP8h1SAg+A==
Table_10A_11A.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 7.8 KB - MD5: f06e6b779d8355e1b53916d706166874
Table_10B_11B.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 11.6 KB - MD5: 707aaab7f215a6a7b680125b641cc0c3
Table_10C_11C.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 17.3 KB - MD5: 1225a01d4b994c5a572e4f64697131c0
Table_10D_11D.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 24.8 KB - MD5: c82b6f32c92b91401a7c59cefa7327aa
Table_12.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 3.2 KB - MD5: ce6d578a80da8f1de09e0ab83a649fdf
Table_13A_14A.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 2.4 KB - MD5: 6afa427533832875c376c2c8dcbae877
Table_13B_14B.do
Jun 30, 2025 - Replication Data for: Price-Path Convexity and Short-Horizon Return Predictability
Stata Syntax - 3.5 KB - MD5: fc04d97c6c95b662fa58bd7ce914f493
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