2026-10-13T06:37:20Z https://data.mendeley.com/oai

oai:data.mendeley.com/6wg66rd9tw.1 2022-09-08T15:05:41Z

Santucci de Magistris, Paolo Ranaldo_Santucci_de_Magistris_JFE_2022 Mendeley Data The .rar file called Upload_JFE contains MATLAB files to replicate the results of Ranaldo and Santucci de Magistris (JFE, 2022). The MATLAB files are divided into folders, referring to various tables and figures in the manuscript. The folder "_mfiles" contains .m script files with functions useful for running the codes. Unfortunately, the empirical analysis makes use of CLS data that property of CLS Co. and at this stage we don't have the permission to distribute them. Econometrics Financial Economics Dataset doi:10.17632/6wg66rd9tw.1 oai:data.mendeley.com/6wg66rd9tw.1 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://data.mendeley.com/datasets/6wg66rd9tw 2022-09-08T15:05:41Z