Liquidity Picking and Fund Performance

Description

This replication package contains the code used to generate the results presented in the article "Liquidity Picking and Fund Performance", published in the Journal of Financial Economics. The package does not contain the original source data as this data is licensed but contains pseudo datasets that illustrate the structure of all data files. Those pseudo datasets contain random samples of the original data that have been anonymized to preserve data confidentiality. The package contains instruction documents on how to execute the code, starting from the raw data files to the final tables and figures presented in the article.

Steps to reproduce

See Instruction Files included in the replication package

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Funding

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