Replication Package for "Announcements, Expectations, and Stock Returns with Asymmetric Information"

Replication Package for "Announcements, Expectations, and Stock Returns with Asymmetric Information" , Journal of Monetary Economics - This package contains the codes for numerical solutions of the dynamic model and simulation results. - Replication procedures and codes for all empirical exercises can be found at Leyla Han's personal website: https://www.leylahan.com