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, Jules van Binsbergen, Martijn Boons, Andrea Tamoni

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