Replication package for: The Lost Capital Asset Pricing Model

The package contains the codes and the data analysis files necessary to reproduce the figures and tables in Andrei, Cujean, and Wilson (forthcoming), "The Lost Capital Asset Pricing Model," Review of Economic Studies. Detailed instructions are also given about accessing the raw data.本代码包包含复现Andrei、Cujean与Wilson待刊论文《失落的资本资产定价模型（The Lost Capital Asset Pricing Model）》（载于《经济研究评论（Review of Economic Studies）》）中所有图表与表格所需的代码及数据分析文件，同时还提供了获取原始数据的详细操作指南。