573 Resources

Open Dataset

Showing 281-288 of 573 results
Replication Data: The Reserve Supply Channel of Unconventional Monetary Policy

Replication Data: The Reserve Supply Channel of Unconventional Monetary Policy

Lisa
Open Dataset
Creators: William Diamond, Zhengyang Jiang, Yiming Ma
Publication Date: 2024-06-03
Creators: William Diamond, Zhengyang Jiang, Yiming Ma

This dataset, hosted on Mendeley Data, contains the replication data for the study “The Reserve Supply Channel of Unconventional Monetary Policy” (Diamond, Jiang & Ma, 2024, Journal of Financial Economics). It includes bank-level and macroeconomic data used to examine how central bank reserve supply affects bank lending, asset prices, and broader financial conditions through the reserve supply channel.

Replication Data: The Risk and Return of Impact Investing Funds

Replication Data: The Risk and Return of Impact Investing Funds

Lisa
Open Dataset
Creators: Jessica Jeffers, Tianshu Lyu, and Kelly Posenau
Publication Date: 2024-08-08
Creators: Jessica Jeffers, Tianshu Lyu, and Kelly Posenau

This dataset, hosted on Zenodo, contains the replication data for the study “The Risk and Return of Impact Investing Funds” (Jeffers, Lyu & Posenau, 2024, Journal of Financial Economics). It includes fund-level data on impact investing vehicles, covering performance metrics, risk characteristics, and fund strategies, used to analyse how impact investing funds compare to traditional private equity funds in terms of financial returns and risk-adjusted performance.

Replication Data: From Man vs. Machine to Man + Machine – AI and Human Stock Analysis

Replication Data: From Man vs. Machine to Man + Machine – AI and Human Stock Analysis

Lisa
Open Dataset
Creators: Sean Cao, Wei Jiang, Junbo Wang, and Baozhong Yang
Publication Date: 2024-05-31
Creators: Sean Cao, Wei Jiang, Junbo Wang, and Baozhong Yang

This dataset, hosted on Mendeley Data, contains the replication data for the study “From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses” (Cao, Jiang, Wang & Yang, 2024, Journal of Financial Economics). It includes analyst forecast data and AI-generated stock assessments, used to compare the performance of human analysts versus machine learning models in predicting stock returns, and to examine the complementary effects when human and AI analysis are combined.

Replication Data: Competition, Product Differentiation and Crises in Securitized Loan Markets

Replication Data: Competition, Product Differentiation and Crises in Securitized Loan Markets

Lisa
Open Dataset
Creators: Peter Haslag, Kandarp Srinivasan, and Anjan V. Thakor
Publication Date: 2024-09-06
Creators: Peter Haslag, Kandarp Srinivasan, and Anjan V. Thakor

This dataset, hosted on Mendeley Data, contains replication data for the study “Competition, Product Differentiation and Crises: Evidence from 18 Million Securitized Loans” (Haslag, Srinivasan & Thakor, 2024, Journal of Financial Economics). It includes loan-level data on securitized mortgages covering borrower characteristics, loan terms, and lender competition measures, used to analyse how product differentiation among lenders in securitized loan markets affects financial stability and crisis outcomes.

Replication Data: Broken Promises, Competition, and Capital Allocation in the Mutual Fund Industry

Replication Data: Broken Promises, Competition, and Capital Allocation in the Mutual Fund Industry

Lisa
Open Dataset
Creators: Anton Lines, Simona Abis
Publication Date: 2024-09-10
Creators: Anton Lines, Simona Abis

This dataset, hosted on Mendeley Data, contains the replication data for the study “Broken Promises, Competition, and Capital Allocation in the Mutual Fund Industry” (Abis & Lines, 2024, Journal of Financial Economics). It includes fund-level data on mutual fund investment mandates, style drift, and capital flows, used to examine how deviations from stated investment strategies, so-called “broken promises”, affect fund competition and the allocation of investor capital across the mutual fund industry.

Replication Data: Macroeconomic Perceptions, Financial Constraints, and Anomalies

Replication Data: Macroeconomic Perceptions, Financial Constraints, and Anomalies

Lisa
Open Dataset
Creators: Wei He, Zhiwei Su, Jianfeng Yu
Publication Date: 2024-09-24
Creators: Wei He, Zhiwei Su, Jianfeng Yu

This dataset, hosted on Mendeley Data, contains the replication data for the study “Macroeconomic Perceptions, Financial Constraints, and Anomalies” (He, Su & Yu, 2024, Journal of Financial Economics). It includes firm-level and macro-level data used to examine how investor perceptions of macroeconomic conditions interact with financial constraints to generate cross-sectional return anomalies in equity markets.

Replication Data: Uncertainty About What Is in the Price

Replication Data: Uncertainty About What Is in the Price

Lisa
Open Dataset
Creators: Joel Peress, Daniel Schmidt
Publication Date: 2024-08-01
Creators: Joel Peress, Daniel Schmidt

This dataset, hosted on Mendeley Data, contains the replication data for the study “Uncertainty About What Is in the Price” (Peress & Schmidt, 2024, Journal of Financial Economics). It includes stock-level data used to examine how uncertainty about the information content of asset prices affects investor behaviour, trading activity, and return predictability in equity markets.

Textual Analysis Wordlists and Financial Research Tools

Textual Analysis Wordlists and Financial Research Tools

Lisa
Open Dataset
Creators: Tim Loughran and Bill McDonald
Publication Date: 2026-03-01
Creators: Tim Loughran and Bill McDonald

The Software Repository for Accounting and Finance (SRAF) at the University of Notre Dame provides widely used resources for textual analysis of financial documents, most notably the Loughran-McDonald sentiment word lists tailored to financial language, as well as tools for processing SEC filings. The repository also hosts datasets on financial tone, uncertainty, and constraints derived from 10-K filings.

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