Published: 8 September 2022| Version 1 | DOI: 10.17632/6wg66rd9tw.1
Paolo Santucci de Magistris
The .rar file called Upload_JFE contains MATLAB files to replicate the results of Ranaldo and Santucci de Magistris (JFE, 2022). The MATLAB files are divided into folders, referring to various tables and figures in the manuscript. The folder "_mfiles" contains .m script files with functions useful for running the codes. Unfortunately, the empirical analysis makes use of CLS data that property of CLS Co. and at this stage we don't have the permission to distribute them.
Econometrics, Financial Economics