in-search-of-the-true-greenium

Description

This package contains the complete replication code for "In Search of the True Greenium" (Eskildsen, Ibert, Jensen, and Pedersen, forthcoming, Journal of Financial Economics). A single end-to-end run regenerates every figure and table in the paper and its Internet Appendix. Included: all Python (greenium/) and R (R/) source code, a run.sh driver, pinned software environments (uv.lock, renv.lock, .python-version), detailed per-source data-access instructions (README.md), and data/CHECKSUMS.sha256, which lists every expected input file with its SHA-256 hash. The study relies on commercial and license-restricted datasets that the authors are not permitted to redistribute. Apart from one small static country-abbreviation lookup table, the raw data are therefore not included. Instead, the README documents the provider and exact access path for each input so that a researcher with the appropriate subscriptions can obtain identical data and reproduce the results. For the most up-to-date version of the codebase, see https://github.com/theisij/in-search-of-the-true-greenium.

Steps to reproduce

Please see the included README.md file.

Institutions

• Yale University

  Connecticut, New Haven
• Copenhagen Business School

  Capital Region, Copenhagen

Categories

Licence