573 Resources

Open Dataset

Showing 257-264 of 573 results
Replication Data: The Big Three and Board Gender Diversity – The Effectiveness of Shareholder Voice

Replication Data: The Big Three and Board Gender Diversity – The Effectiveness of Shareholder Voice

Lisa
Open Dataset
Creators: Todd A. Gormley, Vishal K. Gupta, David A. Matsa, Sandra C. Mortal, and Lukai Yang
Publication Date: 2023-04-03
Creators: Todd A. Gormley, Vishal K. Gupta, David A. Matsa, Sandra C. Mortal, and Lukai Yang

This dataset, hosted on Mendeley Data, contains the replication data for the study “The Big Three and Board Gender Diversity: The Effectiveness of Shareholder Voice” (Gormley, Gupta, Matsa, Mortal & Yang, 2023, Journal of Financial Economics). It includes firm-level board composition and institutional ownership data used to examine how voting pressure from the three largest passive institutional investors affects board gender diversity at publicly listed U.S. firms, and the effectiveness of shareholder engagement as a governance mechanism.

Replication Data: Heterogeneous Liquidity Providers and Night-Minus-Day Return Predictability

Replication Data: Heterogeneous Liquidity Providers and Night-Minus-Day Return Predictability

Lisa
Open Dataset
Creators: Zhongjin Lu, Steven Malliaris, and Zhongling Qin
Publication Date: 2023-03-02
Creators: Zhongjin Lu, Steven Malliaris, and Zhongling Qin

This dataset, hosted on Mendeley Data, contains the replication data for the study “Heterogeneous Liquidity Providers and Night-Minus-Day Return Predictability” (Lu, Malliaris & Qin, 2023, Journal of Financial Economics). It includes high-frequency trading and order flow data used to examine how differences among liquidity providers, such as market makers and other traders, during overnight versus intraday periods generate predictable patterns in stock returns, with implications for market microstructure and asset pricing.

Replication Data: Why Is Dollar Debt Cheaper? Evidence from Peru

Replication Data: Why Is Dollar Debt Cheaper? Evidence from Peru

Lisa
Open Dataset
Creators: Bryan Gutierrez, Victoria Ivashina, and Juliana Salomao
Publication Date: 2023-04-04
Creators: Bryan Gutierrez, Victoria Ivashina, and Juliana Salomao

This dataset, hosted on Mendeley Data, contains the replication data for the study “Why Is Dollar Debt Cheaper? Evidence from Peru” (Gutierrez, Ivashina & Salomao, 2023, Journal of Financial Economics). It includes loan-level data from the Peruvian credit market used to examine why firms borrow in U.S. dollars at lower interest rates than in local currency, disentangling the roles of currency risk, lender characteristics, and borrower demand in driving the pricing differential between dollar-denominated and local-currency debt.

High-Resolution U.S. Temperature and Precipitation Data

High-Resolution U.S. Temperature and Precipitation Data

Lisa
Open Dataset
Creators: PRISM Climate Group, Oregon State University
Publication Date: 2026-05-18
Creators: PRISM Climate Group, Oregon State University

The PRISM (Parameter-elevation Regressions on Independent Slopes Model) Climate Group at Oregon State University provides high-resolution gridded climate datasets for the contiguous United States, including daily, monthly, and annual data on temperature, precipitation, and other climate variables.

Replication Data: Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Welfare Implications

Replication Data: Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Welfare Implications

Lisa
Open Dataset
Creators: Yesol Huh and You Suk Kim
Publication Date: 2023-08-13
Creators: Yesol Huh and You Suk Kim

This dataset, hosted on Mendeley Data, contains the replication data for the study “Cheapest-to-Deliver Pricing, Optimal MBS Securitization, and Welfare Implications” (Huh & Kim, 2023, Journal of Financial Economics). It includes loan-level mortgage and MBS pricing data used to examine how the cheapest-to-deliver option in mortgage-backed securities markets affects lender securitization decisions, MBS pricing, and the welfare implications for borrowers and investors in the U.S. mortgage market.

Replication Data: Why Did Shareholder Liability Disappear?

Replication Data: Why Did Shareholder Liability Disappear?

Lisa
Open Dataset
Creators: David A. Bogle, Gareth Campbell, Christopher Coyle, and John D. Turner
Publication Date: 2023-11-22
Creators: David A. Bogle, Gareth Campbell, Christopher Coyle, and John D. Turner

This dataset, hosted on Mendeley Data, contains the replication data for the study “Why Did Shareholder Liability Disappear?” (Bogle, Campbell, Coyle & Turner, 2024, Journal of Financial Economics). It includes historical firm-level and legal data used to examine the gradual disappearance of extended shareholder liability and the economic and institutional factors that drove the transition to limited liability as the dominant corporate governance structure.

Replication Data: Artificial Intelligence, Firm Growth, and Product Innovatio

Replication Data: Artificial Intelligence, Firm Growth, and Product Innovatio

Lisa
Open Dataset
Creators: Tania Babina, Anastassia Fedyk, Alex He, and James Hodson
Publication Date: 2023-10-25
Creators: Tania Babina, Anastassia Fedyk, Alex He, and James Hodson

This dataset, hosted on Mendeley Data, contains the replication data for the study “Artificial Intelligence, Firm Growth, and Product Innovation” (Babina, Fedyk, He & Hodson, 2024, Journal of Financial Economics). It includes firm-level data on AI adoption, hiring of AI-skilled workers, revenue growth, and product innovation outcomes, used to examine how firms’ investment in artificial intelligence capabilities drives growth and product development, and how AI adoption varies across industries and firm characteristics.

Replication Data: Treasury Option Returns and Models with Unspanned Risks

Replication Data: Treasury Option Returns and Models with Unspanned Risks

Lisa
Open Dataset
Creators: Gurdip Bakshi, John Crosby, Xiaohui Gao, and Jorge W. Hansen
Publication Date: 2023-10-04
Creators: Gurdip Bakshi, John Crosby, Xiaohui Gao, and Jorge W. Hansen

This dataset, hosted on Mendeley Data, contains the replication data for the study “Treasury Option Returns and Models with Unspanned Risks” (Bakshi, Crosby, Gao & Hansen, 2023, Journal of Financial Economics). It includes options and Treasury bond data used to examine the returns on U.S. Treasury options and to evaluate term structure models that incorporate unspanned risks with implications for fixed income pricing and hedging.

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