Journal of Financial Economics

Code for "Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Welfare Implications" published in the Journal of Financial Economics.

The files contain replication codes and pseudo data that generate the tables and figures in the paper An, Yu, Benetton, Matteo, and Song, Yang, "Index Providers: Whales Behind the Scenes of ETFs", Journal of Financial Economics, Forthcoming.

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

Data and programs for "Momentum Turning Points" by Goulding, Harvey, and Mazzoleni.

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

The directory contains code and data used for the paper "Barking Up The Wrong Tree: Return-chasing in 401(k) Plans".

This folder contains the code and datasets to recreate the tables in "Loan Spreads and Credit Cycles: The Role of Lenders’ Personal Economic Experiences."

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