Replication code for "Dynamic Asset (Mis)Pricing: Build-up versus Resolution Anomalies"

Published: 9 November 2022| Version 1 | DOI: 10.17632/y9gg9zy3cg.1
Contributors:
Christian Opp,
,
,

Description

Replication code for the paper “Dynamic Asset (Mis)Pricing: Build-up versus Resolution Anomalies” by Binsbergen, Boons, Opp and Tamoni

Files

Steps to reproduce

Please see Readme.rtf file.

Institutions

University of Pennsylvania, University of Rochester, Rutgers University Rutgers Business School, Tilburg University Tilburg School of Economics and Management

Categories

Finance, Asset Pricing

Licence