Replication code for "The Return of Return Dominance: Decomposing the Cross-Section of Prices"

Name: Replication code for "The Return of Return Dominance: Decomposing the Cross-Section of Prices"
Creator: University of Pennsylvania Wharton School; University of Southern California Marshall School of Business
License: 暂无描述

Mendeley Data2026-04-09 收录

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https://data.mendeley.com/datasets/r9j972y29c

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资源简介：

This code replicates the findings in the paper "The Return of Return Dominance: Decomposing the Cross-Section of Prices"

提供机构：

University of Pennsylvania Wharton School; University of Southern California Marshall School of Business