Replication Package for "Bond Price Fragility and the Structure of the Mutual Fund Industry"

Please read "README" before using the replication package. The package contains: (i) the README file with explanations on how to construct the intermediate datasets, which were used in the empirical analysis, and how to run the provided code, (ii) the code generating the tabulated results (All_tables.do) from the intermediate datasets, and (iii) the pseudo-datasets (that mimic the intermediate datasets), on which All_tables.do can be run. The pseudo-datasets are only for illustrating the data structure and testing the code. *** The code, run on the pseudo-datasets, will NOT produce the exact results in the paper. ***