Intermediary Equity Term Structure_Replication Files

Published: 18 April 2024| Version 1 | DOI: 10.17632/74dg25shnt.1
Contributor:
Kai Li

Description

This file contains the replication code for “Intermediary-Based Equity Term Structure ”, published in the Journal of Financial Economics.

Files

Steps to reproduce

Refer to "Intermediary Equity Term Structure_Replication Files Manual.pdf" contained in the replication Zip file.

Institutions

Shanghai University of Finance and Economics, Peking University

Categories

Finance

Licence