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301 to 310 of 324 Results
Replication Data for: The Real Effects of Secondary Market Trading Structure: Evidence from the Mortgage Market
Oct 22, 2021
Huh, Yesol; Kim, You Suk, 2021, "Replication Data for: The Real Effects of Secondary Market Trading Structure: Evidence from the Mortgage Market", https://doi.org/10.7910/DVN/DQSPIL, Harvard Dataverse, V1, UNF:6:DyIElyJei0z/fKSNZaXHeA== [fileUNF]
Replication code and pseudodata for the paper "The Real Effects of Secondary Market Trading Structure: Evidence from the Mortgage Market." Please see Readme.docx for further details.
Replication Data for: Liquidity Restrictions, Runs, and Central Bank Interventions: Evidence from Money Market Funds
Sep 28, 2021
Zhou, Xing (Alex); Li, Lei; Li, Yi; Macchiavelli, Marco, 2021, "Replication Data for: Liquidity Restrictions, Runs, and Central Bank Interventions: Evidence from Money Market Funds", https://doi.org/10.7910/DVN/OGMHGR, Harvard Dataverse, V1
Replication codes for Li, Li, Macchiavelli, and Zhou (2021).
Replication Data for: Ratings-Driven Demand and Systematic Price Fluctuations
Replication Data for: Ratings-Driven Demand and Systematic Price Fluctuations
Sep 8, 2021
Li, Jiacui; Itzhak Ben-David; Andrea Rossi; Yang Song, 2021, "Replication Data for: Ratings-Driven Demand and Systematic Price Fluctuations", https://doi.org/10.7910/DVN/QPELRE, Harvard Dataverse, V1
Replication code for the paper "Ratings-Driven Demand and Systematic Price Fluctuations". Please see "instructions.pdf" for details.
Replication Data for: A Fistful of Dollars: Financial Incentives, Peer Information, and Retirement Savings
Sep 1, 2021
Bauer, Rob; Eberhardt, Inka; Smeets, Paul, 2021, "Replication Data for: A Fistful of Dollars: Financial Incentives, Peer Information, and Retirement Savings", https://doi.org/10.7910/DVN/A042ZZ, Harvard Dataverse, V1
Files used to create the tables and graphs in the paper A Fistful of Dollars: Financial Incentives, Peer Information, and Retirement Savings (Bauer, Eberhardt, & Smeets, forthcoming). Sample datasets are included. Programs are written in Stata.
Replication Data for Business Restrictions and COVID-19 Fatalities
Aug 23, 2021
Spiegel, Matthew, 2021, "Replication Data for Business Restrictions and COVID-19 Fatalities", https://doi.org/10.7910/DVN/IOLEBA, Harvard Dataverse, V1, UNF:6:uvGjr23n2f0ykVu4nlpXcw== [fileUNF]
Files used to create the tables in the paper Business Restrictions and COVID-19 Fatalities. Sample datasets are included. Programs are written in either Stata or Python.
Group Managed Real Options
Aug 23, 2021
Giammarino, Ron, 2021, "Group Managed Real Options", https://doi.org/10.7910/DVN/9FIAZR, Harvard Dataverse, V1
Matlab Code
The Lifecycle Effects of Corporate Takeover Defenses
Aug 23, 2021
Johnson, William; Karpoff, Jonathan; Yi, Sangho, 2021, "The Lifecycle Effects of Corporate Takeover Defenses", https://doi.org/10.7910/DVN/WBCJKO, Harvard Dataverse, V1, UNF:6:GyDqrv/4+f0GCCbUjMToew== [fileUNF]
The purpose of this data and code is to generate the results in Johnson, Karpoff, and Yi, 2021.
Replication Data for: "Optimal Mitigation Policies in a Pandemic: Social Distancing and Working from Home"
Jul 15, 2021
Jones, Callum; Philippon, Thomas; Venkateswaran, Venky, 2021, "Replication Data for: "Optimal Mitigation Policies in a Pandemic: Social Distancing and Working from Home"", https://doi.org/10.7910/DVN/XAC1PA, Harvard Dataverse, V1
This repository contains replication files for "Optimal Mitigation Policies in a Pandemic: Social Distancing and Working from Home". See the README for details about how to reproduce the figures in the paper.
Replication Data for: Corporate Bond Liquidity during the COVID-19 Crisis
Replication Data for: Corporate Bond Liquidity during the COVID-19 Crisis
Jun 1, 2021
Kargar, Mahyar; Lester, Benjamin; Lindsay, David; Liu, Shuo; Weill, Pierre-Olivier; Zuniga, Diego, 2021, "Replication Data for: Corporate Bond Liquidity during the COVID-19 Crisis", https://doi.org/10.7910/DVN/Y7OJ9D, Harvard Dataverse, V1
This folder contains the replication codes for Kargar et al. (2021) "Corporate Bond Liquidity during the COVID-19 Crisis." Please see the README file for further instructions.
Replication Code for "Asset Pricing with Fading Memory"
Replication Code for "Asset Pricing with Fading Memory"
Jun 1, 2021
Nagel, Stefan, 2021, "Replication Code for "Asset Pricing with Fading Memory"", https://doi.org/10.7910/DVN/614CWY, Harvard Dataverse, V1
Replication Code for Nagel, S. and Xu, Z., "Asset Pricing with Fading Memory"
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