Public information shocks and return synchronicity

Published: 6 May 2018| Version 1 | DOI: 10.17632/79bcgkh7w3.1
liu bin


The data includes all the py files and data files of the paper "Public information shocks and return synchronicity" For reader to reproduce or study the code logic, or for my students to learn how to programing using python and its packages.


Steps to reproduce

Computer and Software: I write the py code in linux system with python 2.7.14, if you use linux, it is ok, if you use window system. you should translate the .csv file to window. Because there is a difference between \n\r or \n, it is a famous topic, you can always fullfill it through google: linux file-> windows file. software: you should install 1. numpy 2. matplotlib 3. scipy 4. pandas for python2 run the code as: "python *.py" e.g., "python" , then you will find the output figure file fig1.pdf in your current directory. Remember, never run it using python3! ok, try it, good luck!