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Replication Package for Bryzgalova, Pavlova, and Sikorskaya (2025)

Mendeley Data2026-04-18 收录

金融经济学

学术研究复制

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https://data.mendeley.com/datasets/92r35ncf3c 数据链接链接失效反馈

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资源简介：

This package contains pseudo data and replication code for Bryzgalova, Pavlova, and Sikorskaya (2025), accepted at the Journal of Financial Economics

应用场景：

创建时间：

2025-01-15

金融经济学

价格行为

This repository contains code and pseudodataset for the paper: Li, S., Ye, M., & Zheng, M. (2023). Refusing the Best Price?. Journal of Financial Economics.

Mendeley Data2024-03-27 更新210

The underpricing of initial public offerings of Russian companies

俄罗斯IPO市场

金融经济学

The paper examines the underpricing of initial public offerings of ordinary shares of Russian companies. It is based on the data of 102 IPOs of Russian issuers for 2002-2024. The econometric study usi

DataCite Commons2025-05-01 更新110

Study on the relationship between the IVol-BR and the future returns of the Brazilian stock market,

金融经济学

股票市场

ABSTRACT In 2015, the Financial Economics Research Center (NEFIN) of the University of São Paulo proposed an implicit volatility index for the Brazilian stock market based on the daily prices of optio

DataCite Commons2022-06-08 更新90

Intermediary Equity Term Structure_Replication Files

金融经济学

期权与股权市场分析

This file contains the replication code for “Intermediary-Based Equity Term Structure ”, published in the Journal of Financial Economics.

DataCite Commons2025-05-01 更新130

Fama-MacBeth first-stage time-series regression data

资产定价

金融经济学

This file includes 3 excels on Fama-MacBeth first-stage time-series regression data. The first excel includes portfolios “s1b1”-“s1b5” and “s2b1”-“s2b5”; the second excel includes portfolios “s3b1”-“s

DataCite Commons2020-09-02 更新90

Replication Package for Bryzgalova, Pavlova, and Sikorskaya (2025)

资源简介：

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