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281 to 290 of 324 Results

Replication code and pseudodata for "Trade Credit and the Transmission of Unconventional Monetary Policy" Jun 16, 2022 Adelino, Manuel; Ferreira, Miguel; Giannetti, Mariassunta; Pires, Pedro, 2022, "Replication code and pseudodata for "Trade Credit and the Transmission of Unconventional Monetary Policy"", https://doi.org/10.7910/DVN/CQYGH3, Harvard Dataverse, V1 Stata code and pseudodata to replicate the results in Adelino, Ferreira, Giannetti and Pires; Review of Financial Studies, forthcoming
Replication Data for The Rise of Finance Companies and FinTech Lenders in Small Business Lending Jun 15, 2022 Gopal, Manasa; Schnabl, Philipp, 2022, "Replication Data for The Rise of Finance Companies and FinTech Lenders in Small Business Lending", https://doi.org/10.7910/DVN/CGBBYP, Harvard Dataverse, V1 Stata code and non-proprietary data to replicate results in Gopal and Schnabl (2022)
Replication data and code for the manuscript Horizon Bias and the Term Structure of Equity Returns Jun 9, 2022 Golez, Benjamin, 2022, "Replication data and code for the manuscript Horizon Bias and the Term Structure of Equity Returns", https://doi.org/10.7910/DVN/Z9OZLR, Harvard Dataverse, V1 The file contains data and code to replicate the main tables and figures in the manuscript Horizon Bias and the Term Structure of Equity Returns.
Comomentum: Inferring Arbitrage Activity from Return Correlations Jun 7, 2022 Lou, Dong, 2022, "Comomentum: Inferring Arbitrage Activity from Return Correlations", https://doi.org/10.7910/DVN/R9IHOR, Harvard Dataverse, V1 Replication code for "Comomentum: Inferring Arbitrage Activity from Return Correlations"
Bank Bonus Pay as a Risk Sharing Contract May 27, 2022 Efing, Matthias; Hau, Harald; Kampkoetter, Patrick; Rochet, Jean-Charles, 2022, "Bank Bonus Pay as a Risk Sharing Contract", https://doi.org/10.7910/DVN/W0F74R, Harvard Dataverse, V1 Code and pseudo data for "Bank Bonus Pay as a Risk Sharing Contract". Forthcoming in The Review of Financial Studies.
Quick or Broad Patents? Evidence from U.S. Startups May 17, 2022 Hegde, Deepak, 2022, "Quick or Broad Patents? Evidence from U.S. Startups", https://doi.org/10.7910/DVN/I6PMAE, Harvard Dataverse, V1, UNF:6:11FiWSJ92bORbURXIvRWSQ== [fileUNF] Replication data and code files for "Quick or Broad Patents? Evidence from U.S. Startups"
Replication Data for: "Covered Interest Parity Arbitrage" by Dagfinn Rime, Andreas Schrimpf and Olav Syrstad May 11, 2022 Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav, 2022, "Replication Data for: "Covered Interest Parity Arbitrage" by Dagfinn Rime, Andreas Schrimpf and Olav Syrstad", https://doi.org/10.7910/DVN/6OSJZC, Harvard Dataverse, V1 Replication data and code for "Covered Interest Parity Arbitrage" by Dagfinn Rime, Andreas Schrimpf and Olav Syrstad. Forthcoming in Review of Financial Studies.
Replication code for "Why do firms borrow directly from nonbanks?" Apr 12, 2022 Chernenko, Sergey; Erel, Isil; Prilmeier, Robert, 2022, "Replication code for "Why do firms borrow directly from nonbanks?"", https://doi.org/10.7910/DVN/PVXKLQ, Harvard Dataverse, V1, UNF:6:SmBzNAfXUlpOfJ8q8okEBw== [fileUNF] Stata code and pseudo data to replicate the results in Chernenko, Erel, and Prilmeier (2022).
Replication Data for "Do Wall Street Landlords Undermine Renters' Welfare?" Mar 29, 2022 Umit Gurun; Jiabin Wu; Steven Xiao; Serena Xiao, 2022, "Replication Data for "Do Wall Street Landlords Undermine Renters' Welfare?"", https://doi.org/10.7910/DVN/HCWJRW, Harvard Dataverse, V1 This packet provides the data and code that replicate the empirical results in Gurun, Wu, Xiao, and Xiao (2022). - All data are original except for the job post data which require a data use license for Burning Glass. In the file merger_securityguard.dta, data on the number of job posts for security guards (gr1) are replaced with pseudo data. - Sim...
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off Mar 13, 2022 Chernov, Mikhail; Lochstoer, Lars; Lundeby, Stig, 2022, "Conditional Dynamics and the Multihorizon Risk-Return Trade-Off", https://doi.org/10.7910/DVN/4XPIE6, Harvard Dataverse, V3 These files contain code for the implementation of the MHR test

Replication code and pseudodata for "Trade Credit and the Transmission of Unconventional Monetary Policy"

Jun 16, 2022

Adelino, Manuel; Ferreira, Miguel; Giannetti, Mariassunta; Pires, Pedro, 2022, "Replication code and pseudodata for "Trade Credit and the Transmission of Unconventional Monetary Policy"", https://doi.org/10.7910/DVN/CQYGH3, Harvard Dataverse, V1

Stata code and pseudodata to replicate the results in Adelino, Ferreira, Giannetti and Pires; Review of Financial Studies, forthcoming

Replication Data for The Rise of Finance Companies and FinTech Lenders in Small Business Lending

Jun 15, 2022

Gopal, Manasa; Schnabl, Philipp, 2022, "Replication Data for The Rise of Finance Companies and FinTech Lenders in Small Business Lending", https://doi.org/10.7910/DVN/CGBBYP, Harvard Dataverse, V1

Stata code and non-proprietary data to replicate results in Gopal and Schnabl (2022)

Replication data and code for the manuscript Horizon Bias and the Term Structure of Equity Returns

Jun 9, 2022

Golez, Benjamin, 2022, "Replication data and code for the manuscript Horizon Bias and the Term Structure of Equity Returns", https://doi.org/10.7910/DVN/Z9OZLR, Harvard Dataverse, V1

The file contains data and code to replicate the main tables and figures in the manuscript Horizon Bias and the Term Structure of Equity Returns.

Comomentum: Inferring Arbitrage Activity from Return Correlations

Jun 7, 2022

Lou, Dong, 2022, "Comomentum: Inferring Arbitrage Activity from Return Correlations", https://doi.org/10.7910/DVN/R9IHOR, Harvard Dataverse, V1

Replication code for "Comomentum: Inferring Arbitrage Activity from Return Correlations"

Bank Bonus Pay as a Risk Sharing Contract

May 27, 2022

Efing, Matthias; Hau, Harald; Kampkoetter, Patrick; Rochet, Jean-Charles, 2022, "Bank Bonus Pay as a Risk Sharing Contract", https://doi.org/10.7910/DVN/W0F74R, Harvard Dataverse, V1

Code and pseudo data for "Bank Bonus Pay as a Risk Sharing Contract". Forthcoming in The Review of Financial Studies.

Quick or Broad Patents? Evidence from U.S. Startups

May 17, 2022

Hegde, Deepak, 2022, "Quick or Broad Patents? Evidence from U.S. Startups", https://doi.org/10.7910/DVN/I6PMAE, Harvard Dataverse, V1, UNF:6:11FiWSJ92bORbURXIvRWSQ== [fileUNF]

Replication data and code files for "Quick or Broad Patents? Evidence from U.S. Startups"

Replication Data for: "Covered Interest Parity Arbitrage" by Dagfinn Rime, Andreas Schrimpf and Olav Syrstad

May 11, 2022

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav, 2022, "Replication Data for: "Covered Interest Parity Arbitrage" by Dagfinn Rime, Andreas Schrimpf and Olav Syrstad", https://doi.org/10.7910/DVN/6OSJZC, Harvard Dataverse, V1

Replication data and code for "Covered Interest Parity Arbitrage" by Dagfinn Rime, Andreas Schrimpf and Olav Syrstad. Forthcoming in Review of Financial Studies.

Replication code for "Why do firms borrow directly from nonbanks?"

Apr 12, 2022

Chernenko, Sergey; Erel, Isil; Prilmeier, Robert, 2022, "Replication code for "Why do firms borrow directly from nonbanks?"", https://doi.org/10.7910/DVN/PVXKLQ, Harvard Dataverse, V1, UNF:6:SmBzNAfXUlpOfJ8q8okEBw== [fileUNF]

Stata code and pseudo data to replicate the results in Chernenko, Erel, and Prilmeier (2022).

Replication Data for "Do Wall Street Landlords Undermine Renters' Welfare?"

Mar 29, 2022

Umit Gurun; Jiabin Wu; Steven Xiao; Serena Xiao, 2022, "Replication Data for "Do Wall Street Landlords Undermine Renters' Welfare?"", https://doi.org/10.7910/DVN/HCWJRW, Harvard Dataverse, V1

This packet provides the data and code that replicate the empirical results in Gurun, Wu, Xiao, and Xiao (2022). - All data are original except for the job post data which require a data use license for Burning Glass. In the file merger_securityguard.dta, data on the number of job posts for security guards (gr1) are replaced with pseudo data. - Sim...

Conditional Dynamics and the Multihorizon Risk-Return Trade-Off

Mar 13, 2022

Chernov, Mikhail; Lochstoer, Lars; Lundeby, Stig, 2022, "Conditional Dynamics and the Multihorizon Risk-Return Trade-Off", https://doi.org/10.7910/DVN/4XPIE6, Harvard Dataverse, V3

These files contain code for the implementation of the MHR test

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