Resources by Lisa

High-Resolution U.S. Temperature and Precipitation Data

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.

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?

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

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

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: The Labour Effects of Judicial Bias in Bankruptcy

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: Motivating Collusion

Creators: Sangeun Ha, Fangyuan Ma, and Alminas Žaldokas
Publication Date: 2024-01-31
Creators: Sangeun Ha, Fangyuan Ma, and Alminas Žaldokas

This dataset, hosted on Mendeley Data, contains the replication data for the study “Motivating Collusion” (Ha, Ma & Žaldokas, 2024, Journal of Financial Economics). It includes firm-level and industry-level data used to examine how executive compensation structures and corporate incentive schemes motivate collusive behaviour among firms, and the financial and competitive consequences of such collusion for market outcomes and firm performance.

Replication Data: Investment When New Capital Is Hard to Find

Creators: Olivier Darmouni and Andrew Sutherland
Publication Date: 2024-02-05
Creators: Olivier Darmouni and Andrew Sutherland

This dataset, hosted on Mendeley Data, contains the replication data for the study “Investment When New Capital Is Hard to Find” (Darmouni & Sutherland, 2024, Journal of Financial Economics). It includes firm-level financial data used to examine how capital market frictions affect corporate investment decisions, and how firms adjust their investment behaviour when access to new financing is constrained.

Sign In

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.