Replication code for "The Return of Return Dominance: Decomposing the Cross-Section of Prices"

Published: 6 March 2025| Version 1 | DOI: 10.17632/tfv94wrwf7.1
Contributors:
Ricardo De La O, 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 Pennsylvania, University of Southern California Marshall School of Business

Categories

Finance, Asset Pricing

Licence