Replication Data: Disaster Resilience and Asset Prices
Creators:
Marco Pagano , Christian Wagner , Josef Zechner
Publication Date:
23 August 202
Data Category:
Dataset Description:
This dataset, hosted on Mendeley Data, contains the replication data for the study "Disaster Resilience and Asset Prices" (Pagano, Wagner & Zechner, 2023, Journal of Financial Economics). It includes firm-level and occupation-level data used to examine how the resilience of firms' workforces to disaster shocks, such as pandemics, affects stock returns and asset prices, finding that firms employing workers in more telework-compatible occupations outperformed during the COVID-19 crisis.
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