Journal of Empirical Finance
ISSN: 0927-5398
Datasets associated with articles published in Journal of Empirical Finance
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- Data for: Value and Momentum from Investors' Perspective: Evidence from Professionals' Risk-RatingsData of all experimental participants.
- Dataset
- Data for: Volatility Timing, Sentiment, and the Short-term Profitability of VIX-based Cross-sectional Trading StrategiesUse Stata to run the program. Change the path to the folder where alldata.dta file is saved before running the tablecode.do file.
- Dataset
- Data for: Modeling CDS spreads: A comparison of some hybrid approachesStrip bond prices used to calibrate the CIR model for the interest rate
- Dataset