Quarterly Review of Economics and Finance
ISSN: 1062-9769
Datasets associated with articles published in Quarterly Review of Economics and Finance
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- Framing and the disposition effect in a scopic regime: Raw dataRaw data used in "Framing and the disposition effect in a scopic regime: Raw data" (DOI: 10.1016/j.qref.2020.01.008).
- Data for: Macroeconomic Variables and Stock Market Indices: Asymmetric Dynamics in the US and CanadaHere I have uploaded slightly processed data used in this study. The codes used in this study will be available upon request.
- Data for: ARE U.S. LUNG CANCER MORTALITY RATES CONVERGING?Lung Cancer Mortality Data
- Data for: The Effects of Credit on High School Graduation: Evidence from U.S. Bank Branching DeregulationMostly extracted from CPS year 1977 to 1999. Also dates of bank branching deregulation. And do-file for results to manuscript.
- Data for: European equity markets: Who is the truly representative investor?The research data include the following data for France, Germany and the United Kingdom (own elaboration): 1. Stock returns (RI) 2. Stock market values (MV) 3. Stock market value-book value ratios (PTBV) 4. Stock industries (SIC) 5. Stock ROEs 6. Stock asset growths 7. Size-BE/ME portfolios returns 8. Industry portfolios returns 9. ROE-Asset growth portfolios returns 10. RMRF, SMB and HML factors 11. RMRF, SMB, HML, RMW and CMA factors 12. cay components 13. cay residuals 14. Consumption 15. Confidence indicators 16. 3-month interest rate of the Treasury Bill
- Data for: Islamic and conventional equity markets: Two sides of the same coin, or not? The dataset includes closing prices for four MSCI stock indices, viz. ACWI Islamic, EAFE, GCC Countries, and the US. It also contains daily series for the US economic policy uncertainty index, the US broad trade-weighted exchange rate index, the DJ EURO STOXX 50 volatility index, the Chicago Board Options Exchange (CBOE) Volatility Index, the West Texas Intermediate crude oil spot prices, and the Henry Hub natural gas spot prices.
- Data for: Volatility spillovers between foreign exchange and stock marketsThe data consists of daily closing stock prices denominated in local currency for the US (Standard & Poor's 500 composite index, S&P500), the Euro area (Eurostoxx 50 Index), Japan (Nikkei 225 index), the UK (Financial Times Stock Exchange 100 Index, FTSE100), Australia (All Ordinaries Index, AOI), Switzerland (Swiss Market Index, SMI) and Canada (Toronto Stock Exchange Composite Index, TSX). The exchange rate series for each country is a trade-weighted exchange rate, to account for each country’s diverse investment positions in foreign equities. In particular, we examine the following effective exchange rates: US Dollar (USD), Euro (EUR), Australian dollar (AUD), Swiss franc (CHF), Canadian dollar (CAD), British pound (GBP) and Japanese yen (JPY). The stock price data has been extracted from Datastream. The exchange rate series are the Bank of England trade-weighted exchange rates.
- Data for: The Efficiency Performance of Islamic Banks in the Global Financial Crisis: The Case of Bangladesh Data of net-interest earnings/profit from balance sheet business, net earnings from off-balance sheet business, labour costs and other costs deflated by the CPI for Bangladesh banks 2001-2015