Institutions' Return Expectations Across Assets and Time

Published: 6 October 2025| Version 2 | DOI: 10.17632/xtx7tg6jpx.2
Contributors:
Magnus Dahlquist, Markus Ibert

Description

Replication data and code for "Institutions' Return Expectations Across Assets and Time" forthcoming in the Journal of Financial Economics.

Files

Steps to reproduce

Follow the instructions in the readme.txt.

Institutions

  • Handelshogskolan i Stockholm
  • Copenhagen Business School

Categories

Finance, Asset Pricing, Asset Management

Licence