Resources by Lisa

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.

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.

Economic Policy Uncertainty Index

Economic Policy Uncertainty Index

Lisa
Open Dataset
Creators: Scott R. Baker, Nicholas Bloom, and Steven J. Davis
Publication Date: 2016-01-01
Creators: Scott R. Baker, Nicholas Bloom, and Steven J. Davis

The Economic Policy Uncertainty (EPU) Index measures uncertainty related to economic policy using three components: newspaper coverage of policy uncertainty, expiring tax code provisions, and disagreement among economic forecasters. The index is available at monthly frequency for the U.S. and many other countries.

Pre-Civil War U.S. Banking and Innovation Data

Pre-Civil War U.S. Banking and Innovation Data

Lisa
Open Dataset
Creators: Weber, Warren E.
Publication Date: 2018-12-12
Creators: Weber, Warren E.

This dataset, hosted by the Federal Reserve Bank of Minneapolis Research Database, contains historical data on U.S. banking and financial access in the pre-Civil War era, used to study the relationship between access to finance and technological innovation.

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