Showing 257-264 of 573 results
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: 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: Financing the Litigation Arms Race

Replication Data: Financing the Litigation Arms Race

Lisa
Open Dataset
Creators: Samuel Antill and Steven R. Grenadier
Publication Date: 2023-04-27
Creators: Samuel Antill and Steven R. Grenadier

This dataset, hosted on Mendeley Data, contains the replication data for the study “Financing the Litigation Arms Race” (Antill & Grenadier, 2023, Journal of Financial Economics). It includes firm-level and litigation-level data used to examine how access to litigation financing affects corporate legal strategies, the escalation of litigation spending, and the broader implications for firm value and legal outcomes in competitive litigation environments.

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.

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: The Labour Effects of Judicial Bias in Bankruptcy

Replication Data: The Labour Effects of Judicial Bias in Bankruptcy

Lisa
Open Dataset
Creators: Aloisio Araujo, Rafael Ferreira, Spyridon Lagaras, Flavio Moraes, Jacopo Ponticelli, and Margarita Tsoutsoura
Publication Date: 2023-09-13
Creators: Aloisio Araujo, Rafael Ferreira, Spyridon Lagaras, Flavio Moraes, Jacopo Ponticelli, and Margarita Tsoutsoura

This dataset, hosted on Mendeley Data, contains the replication data for the study “The Labor Effects of Judicial Bias in Bankruptcy” (Araujo, Ferreira, Lagaras, Moraes, Ponticelli & Tsoutsoura, 2023, Journal of Financial Economics). It includes firm-level and worker-level data from Brazil used to examine how judicial bias in bankruptcy proceedings, specifically, variation in judges’ leniency toward debtors, affects labour market outcomes such as employment, wages, and worker mobility for employees of firms undergoing bankruptcy.

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.

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.

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