Replication program for "Endogenous Inattention and Risk-Specific Price Underreaction in Corporate Bonds"

Published: 27 August 2021| Version 1 | DOI: 10.17632/yvvmsz4dkt.1
Contributor:
Jiacui Li

Description

Replication code and data for paper "Endogenous Inattention and Risk-Specific Price Underreaction in Corporate Bonds" in the Journal of Financial Economics.

Files

Steps to reproduce

Please follow instructions.pdf.

Categories

Finance, Asset Pricing, Behavioral Finance, Attentional Limited Capacity, Bounded Rationality

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