Showing 281-288 of 573 results
Replication Data: Inflation and Disintermediation

Replication Data: Inflation and Disintermediation

Lisa
Open Dataset
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: 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: 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: 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.

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: 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: 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.

Private Equity Specialization and Performance in the Hotel Industry

Private Equity Specialization and Performance in the Hotel Industry

Lisa
Open Dataset
Creators: Christophe Spaenjers, Eva Steiner
Publication Date: 2024-08-20
Creators: Christophe Spaenjers, Eva Steiner

This dataset, hosted on Mendeley Data, contains the replication data for the study “Specialization and Performance in Private Equity: Evidence from the Hotel Industry” (Spaenjers & Steiner, 2024, Journal of Financial Economics). It includes deal-level data on private equity investments in the hotel industry, covering fund characteristics, specialization measures, and performance outcomes, used to examine how sector specialization among PE firms affects investment returns in the hospitality sector.

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