Replication Codes for "Fast and Slow Arbitrage: The Predictive Power of (Persistent) Capital Flows for Factor Returns," by Dong, Kang, and Peress

Name: Replication Codes for "Fast and Slow Arbitrage: The Predictive Power of (Persistent) Capital Flows for Factor Returns," by Dong, Kang, and Peress
Published: 2025-03-17T00:00:00+08:00

NIAID Data Ecosystem2026-05-02 收录

资本流动套利

因子收益预测

数据链接：

https://doi.org/10.7910/DVN/7GUEPA 数据链接链接失效反馈

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资源简介：

These files are the codes that replicate empirical analyses of Dong, Kang, and Peress (RFS, forthcoming).

创建时间：

2025-03-17

Replication Codes for "Fast and Slow Arbitrage: The Predictive Power of (Persistent) Capital Flows for Factor Returns," by Dong, Kang, and Peress

资源简介：

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