Replication code for "The Return of Return Dominance: Decomposing the Cross-Section of Prices"
Published: 25 March 2025| Version 1 | DOI: 10.17632/r9j972y29c.1
Contributors:
, Xiao Han, Description
This code replicates the findings in the paper "The Return of Return Dominance: Decomposing the Cross-Section of Prices"
Files
Institutions
University of Southern California Marshall School of Business, University of Pennsylvania Wharton School
Categories
Finance, Asset Pricing