Review of Asset Pricing Studies Dataverse

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1 to 10 of 27 Results

Information from Inaction: Vested Options Unexercised and Firm Performance Jun 23, 2025 Bui, Dien Giau, 2025, "Information from Inaction: Vested Options Unexercised and Firm Performance", https://doi.org/10.7910/DVN/EAH4R4, Harvard Dataverse, V1 This is the replication code for the project "Information from Inaction: Vested Options Unexercised and Firm Performance", which was accepted by the Review of Asset Pricing Studies.
Replication code for: Alpha Go Everywhere: Machine Learning and International Stock Returns Apr 26, 2025 - Replication code for: Alpha Go Everywhere: Machine Learning and International Stock Returns Choi, Darwin; Jiang, Wenxi; Zhang, Chao, 2025, "Replication code for: Alpha Go Everywhere: Machine Learning and International Stock Returns", https://doi.org/10.7910/DVN/J7LOYS, Harvard Dataverse, V1 This is the replication code for the project Alpha Go Everywhere: Machine Learning and International Stock Returns, which was accepted by the Review of Asset Pricing Studies.
Replication Data for Degryse-Karagiannis-RAPS Apr 18, 2025 - Hans Degryse Dataverse Degryse, Hans, 2025, "Replication Data for Degryse-Karagiannis-RAPS", https://doi.org/10.7910/DVN/UH1AKH, Harvard Dataverse, V1 code solving system equation (4)
Jumps and Post-FOMC Announcement Returns in Currency Markets Apr 10, 2025 Wang, Minho; Lee, Suzanne, 2025, "Jumps and Post-FOMC Announcement Returns in Currency Markets", https://doi.org/10.7910/DVN/XNKZLT, Harvard Dataverse, V1 This package replicates the analysis in the paper "Jumps and Post-FOMC Announcement Returns in Currency Markets" by Suzanne Lee and Minho Wang
Replication Data for: Interaction Anomalies Oct 31, 2024 Müller, Karsten; Schmickler, Simon, 2024, "Replication Data for: Interaction Anomalies", https://doi.org/10.7910/DVN/DZ7QXW, Harvard Dataverse, V1 This package replicates the analysis in the paper "Interacting Anomalies" by Karsten Müller and Simon Schmickler.
Replication Data for: Asset Pricing in the Information Age: Employee Expectations and Stock Returns Oct 2, 2024 Sheng, Jinfei, 2024, "Replication Data for: Asset Pricing in the Information Age: Employee Expectations and Stock Returns", https://doi.org/10.7910/DVN/XYOYYU, Harvard Dataverse, V1 Codes for replicating results in the paper " Asset Pricing in the Information Age: Employee Expectations and Stock Returns" at RAPS
Replication Data for The cross-section of stock returns around the world in the early twentieth century Aug 22, 2024 Braggion, Fabio; Driessen, Joost; Moore, Lyndon, 2024, "Replication Data for The cross-section of stock returns around the world in the early twentieth century", https://doi.org/10.7910/DVN/7GODO2, Harvard Dataverse, V1 The zip file contains the code and data for the paper. A word file describes the code and data files.
Replication Data and Code for: A Portfolio-Balance Model of Inflation and Yield Curve Determination Aug 13, 2024 Diez de los Rios, Antonio, 2024, "Replication Data and Code for: A Portfolio-Balance Model of Inflation and Yield Curve Determination", https://doi.org/10.7910/DVN/ESWCHP, Harvard Dataverse, V1 Replication code and data for: A Portfolio-Balance Model of Inflation and Yield Curve Determination. Instructions reside in the readme.txt file
Replication code, data, and pseudo data for: "Superstitious" Investors Jun 18, 2024 Guo, Hongye, 2024, "Replication code, data, and pseudo data for: "Superstitious" Investors", https://doi.org/10.7910/DVN/OFM8ZA, Harvard Dataverse, V1 Replication code, data, and pseudo data for: "Superstitious" Investors. Instructions reside in the readme txt file.
Replication Data for: Systematic Skewness and Stock Returns Apr 4, 2024 Karehnke, Paul, 2024, "Replication Data for: Systematic Skewness and Stock Returns", https://doi.org/10.7910/DVN/EXGMIQ, Harvard Dataverse, V1 This entry contains the replication code for the tables and figures contained in the paper "Systematic Skewness and Stock Returns."

Information from Inaction: Vested Options Unexercised and Firm Performance

Jun 23, 2025

Bui, Dien Giau, 2025, "Information from Inaction: Vested Options Unexercised and Firm Performance", https://doi.org/10.7910/DVN/EAH4R4, Harvard Dataverse, V1

This is the replication code for the project "Information from Inaction: Vested Options Unexercised and Firm Performance", which was accepted by the Review of Asset Pricing Studies.

Replication code for: Alpha Go Everywhere: Machine Learning and International Stock Returns

Apr 26, 2025 - Replication code for: Alpha Go Everywhere: Machine Learning and International Stock Returns

Choi, Darwin; Jiang, Wenxi; Zhang, Chao, 2025, "Replication code for: Alpha Go Everywhere: Machine Learning and International Stock Returns", https://doi.org/10.7910/DVN/J7LOYS, Harvard Dataverse, V1

This is the replication code for the project Alpha Go Everywhere: Machine Learning and International Stock Returns, which was accepted by the Review of Asset Pricing Studies.

Replication Data for Degryse-Karagiannis-RAPS

Apr 18, 2025 - Hans Degryse Dataverse

Degryse, Hans, 2025, "Replication Data for Degryse-Karagiannis-RAPS", https://doi.org/10.7910/DVN/UH1AKH, Harvard Dataverse, V1

code solving system equation (4)

Jumps and Post-FOMC Announcement Returns in Currency Markets

Apr 10, 2025

Wang, Minho; Lee, Suzanne, 2025, "Jumps and Post-FOMC Announcement Returns in Currency Markets", https://doi.org/10.7910/DVN/XNKZLT, Harvard Dataverse, V1

This package replicates the analysis in the paper "Jumps and Post-FOMC Announcement Returns in Currency Markets" by Suzanne Lee and Minho Wang

Replication Data for: Interaction Anomalies

Oct 31, 2024

Müller, Karsten; Schmickler, Simon, 2024, "Replication Data for: Interaction Anomalies", https://doi.org/10.7910/DVN/DZ7QXW, Harvard Dataverse, V1

This package replicates the analysis in the paper "Interacting Anomalies" by Karsten Müller and Simon Schmickler.

Replication Data for: Asset Pricing in the Information Age: Employee Expectations and Stock Returns

Oct 2, 2024

Sheng, Jinfei, 2024, "Replication Data for: Asset Pricing in the Information Age: Employee Expectations and Stock Returns", https://doi.org/10.7910/DVN/XYOYYU, Harvard Dataverse, V1

Codes for replicating results in the paper " Asset Pricing in the Information Age: Employee Expectations and Stock Returns" at RAPS

Replication Data for The cross-section of stock returns around the world in the early twentieth century

Aug 22, 2024

Braggion, Fabio; Driessen, Joost; Moore, Lyndon, 2024, "Replication Data for The cross-section of stock returns around the world in the early twentieth century", https://doi.org/10.7910/DVN/7GODO2, Harvard Dataverse, V1

The zip file contains the code and data for the paper. A word file describes the code and data files.

Replication Data and Code for: A Portfolio-Balance Model of Inflation and Yield Curve Determination

Aug 13, 2024

Diez de los Rios, Antonio, 2024, "Replication Data and Code for: A Portfolio-Balance Model of Inflation and Yield Curve Determination", https://doi.org/10.7910/DVN/ESWCHP, Harvard Dataverse, V1

Replication code and data for: A Portfolio-Balance Model of Inflation and Yield Curve Determination. Instructions reside in the readme.txt file

Replication code, data, and pseudo data for: "Superstitious" Investors

Jun 18, 2024

Guo, Hongye, 2024, "Replication code, data, and pseudo data for: "Superstitious" Investors", https://doi.org/10.7910/DVN/OFM8ZA, Harvard Dataverse, V1

Replication code, data, and pseudo data for: "Superstitious" Investors. Instructions reside in the readme txt file.

Replication Data for: Systematic Skewness and Stock Returns

Apr 4, 2024

Karehnke, Paul, 2024, "Replication Data for: Systematic Skewness and Stock Returns", https://doi.org/10.7910/DVN/EXGMIQ, Harvard Dataverse, V1

This entry contains the replication code for the tables and figures contained in the paper "Systematic Skewness and Stock Returns."

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