Evergreening (Faria-e-Castro, Paul, and Sanchez)
This repository contains the codes used to replicate "Evergreening" by Miguel Faria-e-Castro, Pascal Paul, and Juan M. Sanchez, accepted at the Journal of Financial Economics. A general README file is contained in the main folder. More detailed README files are contained in each of the subfolders. Each subfolder replicates one section of the paper: static model, empirics, and dynamic model. The README files contain a detailed list of software requirements.
Steps to reproduce
See README files for a detailed explanation.