Code and Data Sample for JFE Article "The Jump Leverage Risk Premium"

This replication package includes data and code for generating key measures, Tables and Figures in the paper "The Jump Leverage Risk Premium".本复现包（replication package）包含用于生成论文《跳跃杠杆风险溢价（The Jump Leverage Risk Premium）》中关键测度指标、表格与插图的数据与代码。