Replication code for "Dynamic Asset (Mis)Pricing: Build-up versus Resolution Anomalies"
Published: 9 November 2022| Version 1 | DOI: 10.17632/y9gg9zy3cg.1
Replication code for the paper “Dynamic Asset (Mis)Pricing: Build-up versus Resolution Anomalies” by Binsbergen, Boons, Opp and Tamoni
Steps to reproduce
Please see Readme.rtf file.
University of Pennsylvania, University of Rochester, Rutgers University Rutgers Business School, Tilburg University Tilburg School of Economics and Management
Finance, Asset Pricing