Data and Code

Claessens, Stijn, Djankov, Simeon, and Lang, Larry H.P. , The separation of ownership and control in East Asian corporations
Volume 58, Issue 1-2, October 2000, page 81-112

• Excel spreadsheet "Claessens_Djankov_Lang_Data.XLS" Claessens_Djankov_Lang_Data.XLS
• Excel spreadsheet "Claessens_Djankov_Lang_Data.zip" Claessens_Djankov_Lang_Data.ZIP [ZIP]

Welch, Ivo, Herding among security analysts
Volume 58, Issue 3, December 2000, page 369-396

• "welch2000jfe.html" Program files

Jones, Christopher S., Extracting factors from herteroskedastic asset returns
Volume 62, Issue 2, November 2001, page 293-325

• "01126_matlab.zip" Matlab Program files and data [ZIP]

Faccio, Mara, and Lang, Larry H.P., The ultimate ownership of Western European corporations
Volume 65, Issue 3, September 2002, page 365-395

• Excel spreadsheet "Faccio_Lang_Data.XLS" Faccio_Lang_Data.XLS
• Excel spreadsheet "Faccio_Lang_Data.zip" Faccio_Lang_Data.ZIP [ZIP]

Campbell, John Y., Chan, Yeung Lewis, and Viceira, Luis M., A multivariate model of strategic asset allocation
Volume 67, Issue 1, January 2003, page 41-80

• "http://scholar.harvard.edu/campbell/data" Link to Campbell web page
• "Campbell_Chan_Viceira_data.zip" Matlab Code and data files [ZIP]

Chan, Wesley S., Stock price reaction to news and no-news: Drift and reversal after headlines
Volume 70, Issue 2, November 2003, page 223-260

• "Chan2003_doc.txt" Documentation for Chan data files
• Excel file containing "crspg16a.csv" CRSP sub-sample permno's
• SAS file containing "newssmall.zip" news stories, dates, and permno's [ZIP]

Baker, Malcolm, Greenwood, Robin, and Wurgler, Jeffrey, The maturity of debt issues and predictable variation in bond returns
Volume 70, Issue 2, November 2003, page 261-291

• Excel spreadsheet "Baker_Greenwood_Wurgler_Data.XLS" Baker_Greenwood_Wurgler_Data.XLS
• Excel spreadsheet "Baker_Greenwood_Wurgler_Data.zip" Baker_Greenwood_Wurgler_Data.ZIP [ZIP]

Campbell, John Y., and Yogo, Motohiro, Efficient tests of stock return predictability
Volume 81, Issue 1, July 2006, page 27-60

• Excel spreadsheet "Campbell_Yogo_Data.xls" Campbell_Yogo_Data.xls
• GAUSS Programs "Campbell_Yogo_Programs.zip" Campbell_Yogo_Programs.ZIP [ZIP]

Larrain, Borja, and Yogo, Motohiro, Does firm value move too much to be justified by subsequent changes in cash flow?
Volume 87, Issue 1, January 2008, page 200-226

• Excel spreadsheet "Larrain_Yogo_Data.xls" Larrain_Yogo_Data.xls

Claessens, Stijn, Feijen, Erik, Laeven, Luc, Political connections and preferential access to finance: The role of campaign contributions
Volume 88, Issue 3, June 2008, page 554-580

• Excel spreadsheet "Brazil_CFL_JFE.XLS" Brazil_CFL_JFE.XLS
• Excel spreadsheet "Brazil_CFL_JFE.zip" Brazil_CFL_JFE.ZIP [ZIP]

Bali, Turan G., Brown, Stephen J., and Caglayan, Mustafa O., Do hedge funds' exposures to risk factors
predict their future returns?
Volume 101, Issue 1, July 2011, Pages 36-68

• Excel spreadsheet "Bali_Brown_Caglayan_JFE.XLS" Bali_Brown_Caglayan_JFE.XLS
• Excel spreadsheet "Bali_Brown_Caglayan_JFE.zip" Bali_Brown_Caglayan_JFE.ZIP [ZIP]

van Rooij, Maarten, Lusardi, Annamaria, and Alessie, Rob, Financial literacy and stock market participation
Volume 101, Issue 2, August 2011, Pages 449-472

• Stata data and programs "vanrooij_alessie_lusardi_jfe.zip" vanrooij_alessie_lusardi_jfe.zip [ZIP]

Berkman, Henk, Jacobsen, Ben, and Lee, John, Time-varying rare disaster risk and stock returns
Volume 101, Issue 2, August 2011, Pages 313-332

• Excel data "Berkman_Jacobsen_Lee_Data.xls" Berkman_Jacobsen_Lee_Data.xls [XLS]

Kim, E. Han and Lu, Yao, CEO ownership, external governance, and risk-taking
Volume 102, Issue 2, November 2011, page 272-292

• "kim_lu.zip" Stata data files [ZIP]

Liu, Xiaoding, and Ritter, Jay, Local underwriter oligopolies and IPO underpricing
Volume 102, Issue 3, December 2011, Pages 579-601

• Excel data "Liu_Ritter_Data.xlsx" Liu_Ritter_Data.xlsx [XLSX]
• Excel data "Liu_Ritter_Data.zip" Liu_Ritter_Data.xlsx [ZIP]

Chen, Jason Huafeng, and Chen, Shaojun, Investment-cash flow sensitivity cannot be a good measure of financial constraints: Evidence from the time series
Volume 103, Issue 2, February 2012, Pages 393-410

• "chen_chen_data.rar" Programs and Data

Karolyi, G. Andrew, Lee, Kuan-Hui, and van Dijk, Mathijs A., Understanding commonality in liquidity around the world
Volume 105, Issue 1, July 2012, Pages 82-112

• Excel data "Karolyi_Lee_vanDijk_Data.zip" Karolyi_Lee_vanDijk_Data.xls [in ZIP format]

Bae, Kee-Hong, Baek, Jae-Seung, Kang, Jun-Koo, and Liu, Wei-Lin, Do controlling shareholders' expropriation incentives imply a link between corporate governance and firm value? Theory and evidence
Volume 105, Issue 2, August 2012, Pages 412-435

• Excel data "Bae_Baek_Kang_Liu_Data.zip" Bae_Baek_Kang_Liu_Data.xls [in ZIP format]

Hong, Harrison, and Yogo, Motohiro, What does futures market interest tell us about the macroeconomy and asset prices?
Volume 105, Issue 3, September 2012, Pages 473-490

• Stata spreadsheet "http://www.nber.org/~myogo/data/Commodities_Data.zip" Hong_Yogo_Data.ZIP [ZIP]
• Stata programs "http://www.nber.org/~myogo/programs/Commodities_Programs.zip" Hong_Yogo_Programs.ZIP [ZIP]

Bajgrowicz, Pierre, and Scaillet, Olivier
Technical trading revisited: False discoveries, persistence tests, and transaction costs
Volume 106, Issue 3, December 2012, page 473-491

• Programs "Bajgrowicz_Scaillet_programs.zip" Bajgrowicz_Scaillet_programs.zip [ZIP]

Huizinga, Harry and Laeven, Luc
Bank valuation and accounting discretion during a financial crisis
Volume 106, Issue 3, December 2012, page 614-634

• Excel spreadsheet containing the figures "Huizinga_Laeven.xlsx" Huizinga_Laeven.xlsx [XLSX]
• Programs "Huizinga_Laeven_data.zip" Huizinga_Laeven_data.zip [ZIP]

Menkhoff, Lukas, Sarno, Lucio, Schmeling, Maik, and Schrimpf, Andreas
Currency momentum strategies
Volume 106, Issue 3, December 2012, page 660-684

• Excel spreadsheet containing the data "Menkoff_Sarno_Schmeling_Schrimpf.xlsx" Menkoff_Sarno_Schmeling_Schrimpf.xlsx [XLSX]

Becker, Bo, Jacob, Marcus, and Jacob, Martin
Payout taxes and the allocation of investment
Volume 107, Issue 1, January 2013, page 1-24

• Excel spreadsheet containing the data "Becker_Jacob_Jacob.xlsx" Becker_Jacob_Jacob.xlsx [XLSX]

Chang, Bo Young, Christo¤ersen, Peter, and Jacobs, Kris
Market skewness risk and the cross-section of stock returns
Volume 107, Issue 1, January 2013, page 46-68

• "Chang_Christoffersen_Jacobs.xlsx" Excel data files
• "Chang_Christoffersen_Jacobs.zip" Excel data files [ZIP]

Carney, Richard W. and Child, Travers Barclay
Changes to the ownership and control of East Asian corporations between 1996 and 2008: The primacy of politics
Volume 107, Issue 2, February 2013, page 494-513

• Excel spreadsheet containing the data "Carney_Child.xlsx" Carney_Child.xlsx [XLSX]

Acharya, Viral, Schnabl, Philipp, and Suarez, Gustavo
Securitization without risk transfer
Volume 107, Issue 3, March 2013, page 515-536

• "http://pages.stern.nyu.edu/~pschnabl/data.htm" web site containing STATA data and code

Ferson, Wayne, Nallareddy, Suresh, and Xie, Biqin
The "out-of-sample" performance of long run risk models
Volume 107, Issue 3, March 2013, page 537-556

• Excel spreadsheet containing the data "Ferson_Nallareddy_Xie.xlsx" Ferson_Nallareddy_Xie.xlsx [XLSX]

Aktas, Nihat, deBodt, Eric, and Roll, Richard
Negotiations under the threat of an auction
Volume 108, Issue 1, April 2013, page 99-117

• Excel spreadsheet containing the data "Aktas_deBodt_Roll.xlsx" Aktas_deBodt_Roll.xlsx [XLSX]
• Zipped excel spreadsheet containing the data "Aktas_deBodt_Roll.zip" Aktas_deBodt_Roll.zip [ZIP]

Dyreng, Scott D., Lindsey, Bradley P., and Thornock , Jacob R.
Exploring the role Delaware plays as a domestic tax haven
Volume 108, Issue 3, June 2013, page 751-772

• "https://sites.google.com/site/scottdyreng/Home/data-and-code" Download for Exhibit 21

Garcia-Appendini, Emilia, and Montoriol-Garriga, Judit
Firms as liquidity providers: Evidence from the 2007-2008 financial crisis
Volume 109, Issue 1, July 2013, page 272-291

• "GAMG.dta" Stata data file containing Compustat identification codes

Eisfeldt, Andrea L., and Kuhnen, Camelia
CEO turnover in a competitive assignment framework
Volume 109, Issue 2, August 2013, page 351-372

• "Eisfeldt_Kuhnen.xlsx" Excel data files
• "Eisfeldt_Kuhnen.zip" Excel data files [ZIP]

Cornaggia, Jess
Does risk management matter? Evidence from the U.S. agricultural industry
Volume 109, Issue 2, August 2013, page 419-440

• Zipped Stata dataset "Cornaggia.zip" Cornaggia.zip [ZIP]

Green, T. Clifton, and Jame, Russell
Company name fluency, investor recognition,and firm value
Volume 109, Issue 2, August 2013, page 419-440

• Mutual fund name fluency dataset"Green_Jame_mf.xlsx" Green_Jame_mf.xlsx [XLSX]
• Company name fluency dataset"Green_Jame_co.xlsx" Green_Jame_mf.xlsx [XLSX]
• Mutual fund name and Company name fluency dataset"Green_Jame.zip" Green_Jame.zip [XLSX files in ZIP format]

Vijh , Anand M., and Yang, Ke
Are small firms less vulnerable to overpriced stock offers?
Volume 110, Issue 1, October 2013, page 61-86

• "Vijh_Yang.xlsx" Excel data file
• "Vijh_Yang.zip" Excel data file [ZIP]

Deng, Xin, Low, Buen Sin, and Kang, Jun-koo
Corporate social responsibility and stakeholder value maximization: Evidence from mergers
Volume 110, Issue 1, October 2013, page 87-109

• "Deng_Low_Kang.xlsx" Excel data file
• "Deng_Low_Kang.zip" Excel data file [ZIP]

Bakshi, Gurdip and Panayotov, George
Predictability of currency carry trades and asset pricing implications
Volume 110, Issue 1, October 2013, page 139-163

• Excel spreadsheet containing the data "Bakshi_Panayotov.xlsx" Bakshi_Panayotov.xlsx [XLSX]

Nain, Amrita, and Yao, Tong
Mutual fund skill and the performance of corporate acquirers
Volume 110, Issue 2, November 2013, page 437-456

• "Nain_Yao.xlsx" Excel data file
• "Nain_Yao.zip" Excel data file [ZIP]

Du, Du
General equilibrium pricing of currency and currency options
Volume 110, Issue 3, December 2013, page 730-751

• "Du_Du.zip" Excel data files [ZIP]

Frazzini, Andrea, and Pedersen, Lasse Heje
Betting against beta
Volume 111, Issue 1, January 2014, page 1-25

• "http://www.econ.yale.edu/~af227/data_library.htm" Excel data files on Andrea Frazzini's web page
• "http://pages.stern.nyu.edu/~lpederse/data.htm" Excel data files on Lasse Heje Pedersen's web page
• "Frazzini_Pedersen.xlsx" Excel data files
• "Frazzini_Pedersen.zip" Excel data files [ZIP]

Rydqvist, Kristian, Spizman, Joshua, and Strebulaev, Ilya
Government policy and ownership of equity securities
Volume 111, Issue 1, January 2014, page 70-85

• "Rydqvist_Spizman_Strebulaev.pdf" Data appendix [PDF]
• "Rydqvist_Spizman_Strebulaev.xlsx" Excel data file
• "Rydqvist_Spizman_Strebulaev.zip" Excel data file [ZIP]

Tahoun, Ahmed
The role of stock ownership by US members of Congress on the market for political favors
Volume 111, Issue 1, January 2014, page 86-110

• "Tahoun_data.zip" Stata data files [ZIP]

Leippold, Markus, and Stromberg, Jacob
Time-changed Levy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube
Volume 111, Issue 1, January 2014, page 224-250

• "Leippold_Stromberg.zip" Excel data files [ZIP]

Giesecke, Kay, Longstaff, Francis, Schaefer, Stephen, and Strebulaev, Ilya
Macroeconomic effect of corporate default crises: A long-term perspective
Volume 111, Issue 1, February 2014, page 297-310

• "Giesecke_Longstaff_Schaefer_Strebulaev_data.xls" Default Rate Data file [xls]
• "Giesecke_Longstaff_Schaefer_Strebulaev_data.zip" Default Rate Data file [zip]

Savov, Alexi
The price of skill: Performance evaluation by households
Volume 112, Issue 2, May 2014, page 213-231

• "Savov_data.zip" Stata data files and code [ZIP]

Savor, Pavel, and Wilson, Mungo
Asset pricing: A tale of two days
Volume 113, Issue 2, August 2014, page 171-201

• "Savor_Wilson_data.zip" SAS Data files[ZIP]

Danis, Andras, Rettl, Daniel A., and Whited, Toni M.
Refinancing, profitability and capital structure
Volume 114, Issue 3, December 2014, pages 424-443.

• "Danis_Rettl_Whited_data.zip" Code for Data files [ZIP]

Chen, Ding, Härkönen, Hannu J., and Newton, David P.
Advancing the universality of quadrature methods to any underlying process for option pricing
Volume 114, Issue 3, December 2014, pages 600-612.

• "Chen_Harkonen_Newton_code.zip" Code files [ZIP]

Michaelides, Alexander, Milidonis, Andreas, Nishiotis, George, and Papakyriakou, Panayiotis
The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
Volume 116, Issue 3, June 2015, page 526-547

• "Michaelides_Milidonis_Nishiotis_Papakyriakou_data.zip" Excel Data files[ZIP]

Floyd, Eric, Li, Nan, and Skinner, Douglas
Payout policy through the financial crisis: The growth of repurchases and the resilience of dividends
Volume 118, Issue 2, November 2015, page 299-316

• "Floyd_Li_Skinner_data.pdf" Data information [PDF]
• "Floyd_Li_Skinner_code.zip" Stata Code [ZIP]

Mullins, William, and Schoar, Antoinette
How do CEOs see their roles? Management philosophies and styles in family and non-family firms
Volume 119, Issue 1, January 2016, page 24-43

• "Mullins_Schoar_data.zip" Excel Data files[ZIP]

Giglio, Stefano, Kelly, Bryan, and Pruitt, Seth
Systemic risk and the macroeconomy: An empirical evaluation
Volume 119, Issue 3, March 2016, page 457-471

• "Giglio_Kelly_Pruitt_data.zip" Excel Data files [ZIP]

Calomiris, Charles W., and Carlson, Mark
Interbank networks in the national banking era: Their purpose and their role in the panic of 1893
Volume 119, Issue 3, March 2016, page 512-532

• "Calomiris_Carlson_data.zip" Data [ZIP]

Ferson, Wayne, and Mo, Haitao
Performance measurement with selectivity, market and volatility timing
Volume 121, Issue 1, July 2016, page 93-110

• "Ferson_Mo_data.zip" SAS Data files [ZIP]

Cookson, J. Anthony
Leverage and strategic preemption: Lessons from entry plans and incumbent investments
Volume 123, Issue 2, February 2017, page 292-312

• "Cookson_data.zip" Data and code [ZIP]

Korteweg, Arthur, and Sorensen, Morten
Skill and luck in private equity performance
Volume 124, Issue 3, June 2017, page 535-562

• "Korteweg_Sorensen_code.zip" Simulation and estimation code [ZIP]

Agarwal, Vikas, Ruenzi, Stefan, and Weigert, Florian
Tail risk in hedge funds: A unique view from portfolio holdings
Volume 125, Issue 3, September 2017, page 610-636

• "http://www2.gsu.edu/~fncvaa/TailRisk_5_0.xlsx" Data on the tail risk factor for equity-related hedge funds
• "Agarwal_Ruenzi_Weigert_data.zip" Data on the tail risk factor for equity-related hedge funds [ZIP]

Glaeser, Edward L., and Nathanson, Charles G.
An extrapolative model of house price dynamics
Volume 126, Issue 1, October 2017, page 147-170

• "Glaeser_Nathanson_code.zip" Code [ZIP]

Bali, Turan G., Brown, Stephen J., and Tang, Yi
Is economic uncertainty priced in the cross-section of stock returns?
Volume 126, Issue 3, December 2017, page 471-489

• "Bali_Brown_Tang_code.zip" Code [ZIP]

Golez, Benjamin, and Koudijs, Peter
Four centuries of return predictability
Volume 127, Issue 2, February 2018, page 248-263

• "Golez_Koudijs_data.zip" Data and code [ZIP]

Campbell, John Y., Giglio, Stefano, Polk, Christopher, and Turley, Robert
An intertemporal CAPM with stochastic volatility
Volume 128, Issue 2, May 2018, page 207-233

• "http://personal.lse.ac.uk/polk/research/CGPTdata.xlsx" Data [XLSX]

Klasa, Sandy, Ortiz-Molina, Hernan, Serfling, Matthew A., and Srinivasan, Shweta
Protection of trade secrets and capital structure decisions
Volume 128, Issue 2, May 2018, page 266-286

• "Klasa_Ortiz-Molina_Serfling_Srinivasan_data.zip" Data and code [ZIP]

Berrada, Tony, Detemple, Jerome, and Rindisbacher, Marcel
Asset pricing with beliefs-dependent risk aversion and learning
Volume 128, Issue 3, June 2018, page 504-534

• "Berrada_Detemple_Rindisbacher_data.zip" Data [ZIP]

Wahal, Sunil
The profitability and investment premium: Pre-1963 evidence
Volume 131, Issue 2, February 2019, page 362-377

• "Wahal_data.zip" Data [ZIP]
• "Wahal_data_doc.pdf" Documentation [ZIP]

Bai, Jennie, Bali, Turan G., and Wen, Quan
Common risk factors in the cross-Section of corporate bond returns
Volume 131, Issue 3, March 2019, page 619-642

• "http://faculty.msb.edu/tgb27/CorporateBondFactors_2016.xlsx" Data [ZIP]

Michaelides, Alexander, Milidonis, Andreas, and Nishiotis, George
Private information in currency markets
Volume 131, Issue 3, March 2019, page 643-665

• "Michaelides_Milidonis_Nishiotis_data.zip" Data [ZIP]

Jiang, Fuwei, Lee, Joshua, Martin, Xiumin, and Zhou, Guofu
Manager sentiment and stock returns
Volume 132, Issue 1, April 2019, page 126-149

• "Jiang_Lee_Martin_Zhou_data.zip" Data [ZIP]

Choi, Jin Hyuk, Larsen, Kasper, and Seppi, Duane J.
Information and trading targets in a dynamic market equilibrium
Volume 132, Issue 3, June 2019, page 22-49

• "Choi_Larsen_Seppi_math.zip" Mathematica files [ZIP]

Allen, Franklin H., Qian, Yiming, Tu, Guoqian, and Yu, Frank
Entrusted loans: A close look at China’s shadow banking system
Volume 133, Issue 1, July 2019, page 18-41

• "Allen_Qian_Tu_Yu_data.zip" data [ZIP]

Hanselaar, Rogier M., Stulz, René M., and van Dijk, Mathijs A.
Do firms issue more equity when markets become more liquid?
Volume 133, Issue 1, July 2019, page 64-82

• "Hanselaar_Stulz_vanDijk_data.zip" Data [ZIP]

Wang, Baolian
The cash conversion cycle spread
Volume 133, Issue 2, August 2019, page 472-497

• "Wang_SAS.pdf" SAS code [PDF]

Griffin, John M., Kruger, Samuel, and Maturana, Gonzalo
What drove the 2003-2006 house price boom and subsequent collapse? Disentangling competing explanations
Volume 133, Issue 3, September 2020, page 726-750

• "Griffin_Kruger_Maturana_data.zip" data and code [ZIP]

Hennessy, Christopher A., Kasahara, Akitada, and Strebulaev, Ilya A.
Empirical analysis of corporate tax reforms: What is the null and where did it come from?
Volume 135, Issue 3, March 2020, page 555-576

• "Hennessy_Kasahara_Strebulaev_code.zip" Matlab code [ZIP]

Huang, Dashan, Li, Jiangyuan, Wang, Liyao, and Zhou, Guofu
Time-series momentum: Is it there?
Volume 135, Issue 3, March 2020, page 774-794

• "Huang_Li_Wang_Zhou_data.xlsx" Excel data [XLSX]
• "Huang_Li_Wang_Zhou_data.zip" Excel data [ZIP]

Pitkäjärvi, Aleksi, Suominen, Matti, and Vaittinen, Lauri
Cross-asset signals and time series momentum
Volume 136, Issue 1, April 2020, page 63-85

• "Pitkäjärvi_Suominen_Vaittinen_data.xlsx" Excel data [XLSX]
• "Pitkäjärvi_Suominen_Vaittinen_data.zip" Excel data [ZIP]

Ham, Charles, Kaplan, Zachary, and Leary, Mark T.
Do dividends convey information about future earnings?
Volume 136, Issue 2, May 2020, page 547-570

• "Ham_Kaplan_Leary_data.zip" Stata data and programs [ZIP]

Corradin, Stefano, and Maddaloni, Angela
The importance of being special: Repo markets during the crisis
Volume 137, Issue 2, August 2020, page 392-429

• "Corradin_Maddaloni_code.zip" code [ZIP]

Cho, Thummim
Turning alphas into betas: Arbitrage and the cross-section of risk
Volume 137, Issue 2, August 2020, page 550-570

• "Cho_code.zip" Stata code [ZIP]
• "Cho_data.zip" Stata data [ZIP]

Dong, Rui, Fisman, Raymond, Wang, Yongxiang, and Xu, Nianhang
Air pollution, affect, and forecasting bias: Evidence from Chinese financial analysts

• "Dong_Fisman_Wang_Xu_stata.zip" Stata programs [ZIP]
• "Dong_Fisman_Wang_Xu_data.zip" Stata data [ZIP]

Huang, Dashan, Li, Jiangyuan, and Wang, Liyao
Are disagreements agreeable? Evidence from information aggregation

• "Huang_Li_Wang_data.xlsx" Excel data [XLSX]
• "Huang_Li_Wang_data.zip" Excel data [ZIP]

Xu, Yongxin, Xuan, Yuhao, and Zheng, Gaoping
Internet searching and stock price crash risk: Evidence from a quasi-natural experiment

• "Xu_Xuan_Zheng_data.xlsx" Excel data [XLSX]
• "Xu_Xuan_Zheng_doc.docx" Data documentation [DOCX]
• "Xu_Xuan_Zheng_data.zip" Excel data & documentation [ZIP]

Cao, Sean S., Fang, Vivian W., and Lei, Lijun (Gillian)
Negative peer disclosure

• "Cao_Fang_Lei_data.zip" NPD sample data & documentation [ZIP]

Fjesme, Sturla L., Galpin, Neal E., and Moore, Lyndon
Rejected stock exchange applicants

• "Fjesme_Galpin_Moore_data.zip" Replication data & documentation [ZIP]

Barattieri, Alessandro, Moretti, Laura, and Quadrini, Vincenzo
Banks funding, leverage, and investment

• "Barattieri_Moretti_Quadrini_data.zip" Data and codes for the empirical analysis [ZIP]
• "Barattieri_Moretti_Quadrini_model.zip" GAUSS program to simulate the model [ZIP]

Reher, Michael
Finance and the supply of housing quality

• "Reher_data.zip" Data [ZIP]
• "Reher_code.zip" Stata code [ZIP]

Goncalves, Andrei S.
The short duration premium

• "Goncalves_code.zip" replication code [ZIP]

Berg, Tobias, Reisinger, Markus, and Streitz, Daniel
Spillover effects in empirical corporate finance

• "Berg_Reisinger_Streitz_code.zip" replication code [ZIP]