Showing 273-280 of 573 results

Replication Data: Crowdsourcing Peer Information to Change Spending Behaviour

Creators: Francesco D'Acunto, Alberto G. Rossi, and Michael Weber
Publication Date: 2025-04-25
Creators: Francesco D'Acunto, Alberto G. Rossi, and Michael Weber

This dataset, hosted on Mendeley Data, contains the replication data for the study “Crowdsourcing Peer Information to Change Spending Behavior” (D’Acunto, Rossi & Weber, 2024, Journal of Financial Economics). It includes individual-level transaction and financial app data used to examine how exposing consumers to peer spending information influences their own spending decisions and financial behaviour, with implications for household finance and the design of financial nudges.

Replication Data: Portfolio Pumping in Mutual Fund Families

Creators: Pingle Wang
Publication Date: 2024-03-26
Creators: Pingle Wang

This dataset, hosted on Mendeley Data, contains the replication data for the study “Portfolio Pumping in Mutual Fund Families” (Wang, 2024, Journal of Financial Economics). It includes fund-level and stock-level data used to examine portfolio pumping and how this behaviour is coordinated within mutual fund families to benefit specific funds at the expense of others.

Replication Data: Ambiguity and Private Investors' Behaviour After Forced Fund Liquidations

Creators: Steffen Meyer, Charline Uhr
Publication Date: 2024-04-09
Creators: Steffen Meyer, Charline Uhr

This dataset, hosted on Mendeley Data, contains the replication data for the study “Ambiguity and Private Investors’ Behavior After Forced Fund Liquidations” (Meyer & Uhr, 2024, Journal of Financial Economics). It includes individual investor-level brokerage account data used to examine how private investors respond to forced fund liquidations under conditions of ambiguity, i.e., uncertainty about the probability distribution of outcomes, and how ambiguity aversion shapes subsequent portfolio and trading decisions.

Replication Data: Intermediation Frictions in Debt Relief – CARES Act Mortgage Forbearance

Creators: You Suk Kim, Donghoon Lee, Tess Scharlemann, and James Vickery
Publication Date: 2024-05-22
Creators: You Suk Kim, Donghoon Lee, Tess Scharlemann, and James Vickery

This dataset, hosted on Mendeley Data, contains the replication data for the study “Intermediation Frictions in Debt Relief: Evidence from CARES Act Forbearance” (Kim, Lee, Scharlemann & Vickery, 2024, Journal of Financial Economics). It includes loan-level mortgage data used to examine how intermediation frictions, such as servicer incentives and operational constraints, affected the take-up and implementation of mortgage forbearance provisions introduced under the CARES Act during the COVID-19 pandemic.

Replication Data: Tiny Trades, Big Questions – Fractional Share Trading

Creators: Robert Bartlett, Justin McCrary, Maureen O'Hara
Publication Date: 2024-03-18
Creators: Robert Bartlett, Justin McCrary, Maureen O'Hara

This dataset, hosted on Mendeley Data, contains the replication data for the study “Tiny Trades, Big Questions: Fractional Shares” (Bartlett, McCrary & O’Hara, 2024, Journal of Financial Economics). It includes trade-level data on fractional share transactions, used to examine the rise of fractional share trading among retail investors, its implications for market microstructure, price discovery, and investor participation in equity markets.

Replication Data: Inflation and Disintermediation

Creators: Isha Agarwal and Matthew Baron
Publication Date: 2024-06-25
Creators: Isha Agarwal and Matthew Baron

This dataset, hosted on Mendeley Data, contains the replication data for the study “Inflation and Disintermediation” (Agarwal & Baron, 2024, Journal of Financial Economics). It includes bank-level and macroeconomic data used to examine how inflationary periods affect financial intermediation, analysing the mechanisms through which rising prices lead to disintermediation.

Replication Data: Concealed Carry – Hidden Risk in Currency Carry Trades

Creators: Spencer Andrews, Riccardo Colacito, Mariano M. Croce, and Federico Gavazzoni
Publication Date: 2024-02-27
Creators: Spencer Andrews, Riccardo Colacito, Mariano M. Croce, and Federico Gavazzoni

This dataset, hosted on Mendeley Data, contains the replication data for the study “Concealed Carry” (Andrews, Colacito, Croce & Gavazzoni, 2024, Journal of Financial Economics). It includes exchange rate, interest rate, and macroeconomic data used to examine hidden or concealed risks embedded in currency carry trades and their implications for international asset pricing and risk premia.

Replication Data: Transaction Costs and Asset Allocation in Foreign Exchange Markets

Creators: Ilias Filippou, Thomas Maurer, Luca Pezzo, Mark Taylor
Publication Date: 2024-05-28
Creators: Ilias Filippou, Thomas Maurer, Luca Pezzo, Mark Taylor

This dataset, hosted on Mendeley Data, contains the replication data for the study “Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets” (Filippou, Maurer, Pezzo & Taylor, 2024, Journal of Financial Economics). It includes currency-level data on bid-ask spreads, exchange rates, and portfolio returns, used to examine how transaction costs affect optimal asset allocation strategies in FX markets and the profitability of currency investment strategies.

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