Replication package for Functional Complexity in Asset Pricing: Risk Exposures, Risk Premia, and a Frozen Public-Asset Test
收藏资源简介:
Code, frozen scientific configurations, aggregate numerical results, figure-ready data, manuscript sources, and audit materials for Functional Complexity in Asset Pricing: Risk Exposures, Risk Premia, and a Frozen Public-Asset Test, by Jinpeng Wang and Yan Jiang. The package follows the manuscript order: research design and methods, results, discussion and boundaries, and reproducibility audit. A public replay verifies checksums and displayed aggregate results and recompiles the manuscript without WRDS access. Licensed raw records, security-level panels and predictions, model checkpoints, credentials, private keys, host addresses, and remote working paths are excluded. Code is MIT licensed; original aggregate results and documentation are CC BY 4.0. This repository record accompanies a manuscript and does not claim journal acceptance.



