Replication Code and Data for: "Option Return Predictability with Machine Learning and Big Data"
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下载链接：
https://doi.org/10.7910/DVN/9XR53Q
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资源简介：
The files contain replication codes that generate the tables and figures in our paper "Option Return Predictability with Machine Learning and Big Data" and our internet appendix. As not all data is publicly available, we provide pseudo-observations of the respective datasets to understand the structure of the data and code.
创建时间：
2023-04-10
