This folder contains the data and code needed for replicating the findings of Chava, Hu, and Paradkar (2024), entitled "Gambling on Crypto Tokens?" The data is in CSV form, while the code is in the fo
The "Jobs and Growth Tax Relief Act of 2003" (JGTRA03) contained a number of significant tax provisions, but the most noteworthy may have been the reduction in dividend tax rates. The political debate
The table presents the correlation matrix of the time-series of illiquidity measures. Illiquidity is measured using the Amihud measure for each market. The sample runs from January 1, 2010 to March 22
Context: Modelling Volatility is an advanced technique in financial econometrics, with several applications for academic research. Objective: In this tutorial paper we will address the topic of volati