Journal of Financial Economics

Replication code and data for "Global Factor Structure of Exchange Rates"

This is the Stata code and public version of the data used in Bena, Ortiz-Molina, and Simintzi "Shielding Firm Value: Employment Protection and Process Innovation", forthcoming at the Journal of Financial Economics.

Replication files for "Blood in the water: The value of antitakeover provisions during market shocks"

Replication Package for "Flexibility Costs of Debt: Danish Exporters During the Cartoon Crisis" accepted at the Journal of Financial Economics.

Replication code and data for paper "Set it and Forget it? Financing Retirement in an Age of Defaults" in the Journal of Financial Economics.

These codes accompany manuscript "Creditor Rights, Collateral Reuse, and Credit Supply" by Brittany Almquist Lewis

Do files and simulated data for tables and figures in "Political Polarization in Financial News"

This folder explains the details about the information used in the paper “Why is Dollar Debt Cheaper? Evidence from Peru” by Bryan Gutierrez, Victoria Ivashina, and Juliana Salomao

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

Due to vendor restrictions we are unable to share the data associated with this paper. This file provides the code used to parse fund family names using SAS and the regression code used to generate Tables 1 - 13 of the Modern Mutual Fund Family. There is also a discussion of the three main data files used in the do files.