Short versus Long-run Demand Elasticities in Asset Pricing
Published: 1 July 2026| Version 2 | DOI: 10.17632/dt6798v6fp.2
Contributor:
Philippe van der BeckDescription
This package reports code and data to replicate the results of the paper "Short versus Long-run Demand Elasticities in Asset Pricing".
Files
Steps to reproduce
See Readme file in Code folder.
Institutions
- Harvard UniversityMassachusetts, Cambridge
Categories
Asset Pricing, Elasticity, Demand Estimation