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Taking Sides on Return Predictability, Data and Code

NIAID Data Ecosystem2026-05-02 收录

股票回报预测

金融经济学

数据链接：

https://data.mendeley.com/datasets/yd27rrzz48 数据链接链接失效反馈

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资源简介：

Data and code for the Journal of Financial Economics publication, "Taking Sides on Return Predictability," by McLean, Pontiff, and Reilly.

应用场景：

创建时间：

2025-08-18

俄罗斯IPO市场

金融经济学

The paper examines the underpricing of initial public offerings of ordinary shares of Russian companies. It is based on the data of 102 IPOs of Russian issuers for 2002-2024. The econometric study usi

DataCite Commons2025-05-01 更新110

Study on the relationship between the IVol-BR and the future returns of the Brazilian stock market,

金融经济学

股票市场

ABSTRACT In 2015, the Financial Economics Research Center (NEFIN) of the University of São Paulo proposed an implicit volatility index for the Brazilian stock market based on the daily prices of optio

DataCite Commons2022-06-08 更新90

The replication package for “Exact Value Solution to the Equity Premium Puzzle”

金融经济学

股权溢价

The replication package for “Exact Value Solution to the Equity Premium Puzzle”

DataONE2026-02-11 更新60

Fama-MacBeth first-stage time-series regression data

资产定价

金融经济学

This file includes 3 excels on Fama-MacBeth first-stage time-series regression data. The first excel includes portfolios “s1b1”-“s1b5” and “s2b1”-“s2b5”; the second excel includes portfolios “s3b1”-“s

DataCite Commons2020-09-02 更新90

Liquidity and Trading Dynamics

金融经济学

流动性分析

How do financial frictions affect the response of an economy to aggregate shocks? In this paper, we address this question, focusing on liquidity constraints and uninsurable idiosyncratic risk. We cons

NBER2007-06-01 更新80

Taking Sides on Return Predictability, Data and Code

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