Journal of Financial Economics

This code and data recreates the tables in "On Index Investing" by Jeffrey L. Coles, Davidson Heath, and Matthew C. Ringgenberg. Please see the "Read Me" file before using it.

Replication files for “Financial Constraints, Cash Flow Timing Patterns, and Asset Prices”

This repository provides data and code to replicate the tables and figures used in Bartlett, McCrary, and O'Hara, Tiny Trades, Big Questions: Fractional Shares. Additional information and instructions are provided in the Readme file.

This replication package includes the necessary code and data to generate the Tables and Figures in the "Aggregate Lapsation Risk" paper by Koijen, Lee, and Van Nieuwerburgh, forthcoming in the Journal of Financial Economics. In compliance with the Data and Code Sharing Policy of the JFE, we provide pseudo data for the proprietary Firm Database and the licensed S&P Global Market Intelligence SNL data to ensure our codebase runs successfully.

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

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