Resources by Lisa

Replication Data: Antisemitism and Financial Markets in the Time of the Dreyfus Affair

Creators: Quoc-Anh Do, Roberto Galbiati, Benjamin Marx, Miguel Ortiz Serrano
Publication Date: 2024-02-13
Creators: Quoc-Anh Do, Roberto Galbiati, Benjamin Marx, Miguel Ortiz Serrano

This dataset, hosted on Mendeley Data, contains the replication data for the study “J’Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair” (Do, Galbiati, Marx & Ortiz Serrano, 2024, Journal of Financial Economics). It includes historical financial market data and archival records used to examine how the Dreyfus Affair affected financial markets, investor behaviour, and the pricing of assets associated with Jewish financiers and firms.

Replication Data: The Governance of Director Compensation

Creators: Lily Fang and Sterling Huang
Publication Date: 2024-02-16
Creators: Lily Fang and Sterling Huang

This dataset, hosted on Mendeley Data, contains the replication data for the study “The Governance of Director Compensation” (Fang & Huang, 2024, Journal of Financial Economics). It includes board-level and firm-level data on director pay, compensation structures, and governance characteristics, used to examine how corporate governance mechanisms influence the setting of director compensation and whether director pay is aligned with shareholder interests or reflects rent extraction by insiders.

Replication Data: Robo Advisors and Access to Wealth Management

Creators: Michael Reher, Stanislav Sokolinski
Publication Date: 2024-03-06
Creators: Michael Reher, Stanislav Sokolinski

This dataset, hosted on Mendeley Data, contains the replication data for the study “Robo Advisors and Access to Wealth Management” (Reher & Sokolinski, 2024, Journal of Financial Economics). It includes investor-level data on robo-advisory platform usage, portfolio allocations, and demographic characteristics, used to examine whether robo advisors democratise access to wealth management services for retail investors who were previously underserved by traditional financial advisors, and the implications for household portfolio outcomes.

Financial Industry Regulatory Authority Public Market and Regulatory Data

Creators: Financial Industry Regulatory Authority (FINRA)
Publication Date: 2026-05-18
Creators: Financial Industry Regulatory Authority (FINRA)

FINRA Data provides public access to a range of financial market and regulatory datasets, including broker-dealer registration information, disciplinary actions, trade reporting, and market transparency data such as OTC equity and fixed income trading volumes.

Replication Data: Debtor Income Manipulation in Consumer Credit Contracts

Creators: Vyacheslav Mikhed, Sahil Raina, Barry Scholnick, Man Zhang
Publication Date: 2024-03-07
Creators: Vyacheslav Mikhed, Sahil Raina, Barry Scholnick, Man Zhang

This dataset, hosted on Mendeley Data, contains the replication data for the study “Debtor Income Manipulation in Consumer Credit Contracts” (Mikhed, Raina, Scholnick & Zhang, 2024, Journal of Financial Economics). It includes consumer credit application and repayment data used to examine how debtors strategically misreport or manipulate income information in credit applications, and the consequences of such behaviour for lender outcomes, credit pricing, and default rates.

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.

Sign In

Register

Reset Password

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