Resources by Lisa

Replication Data: Monetary Policy Transmission in Segmented Markets

Creators: Anthony Lee Zhang
Publication Date: 13 October 2023
Creators: Anthony Lee Zhang

This dataset, hosted on Mendeley Data, contains the replication data for the study “Monetary Policy Transmission in Segmented Markets” (Eisenschmidt, Ma & Zhang, 2024, Journal of Financial Economics). It includes bank-level and money market data used to examine how market segmentation affects the transmission of monetary policy, analysing why policy rate changes pass through differently to various segments of the financial system including retail deposits and wholesale funding markets.

Replication Data: Disaster Resilience and Asset Prices

Creators: Marco Pagano , Christian Wagner , Josef Zechner
Publication Date: 23 August 202
Creators: Marco Pagano , Christian Wagner , Josef Zechner

This dataset, hosted on Mendeley Data, contains the replication data for the study “Disaster Resilience and Asset Prices” (Pagano, Wagner & Zechner, 2023, Journal of Financial Economics). It includes firm-level and occupation-level data used to examine how the resilience of firms’ workforces to disaster shocks, such as pandemics, affects stock returns and asset prices, finding that firms employing workers in more telework-compatible occupations outperformed during the COVID-19 crisis.

Replication Data: Collateral Competition – Evidence from Central Counterparties

Creators: Aaron Pancost , Stathis Tompaidis , Magdalena Grothe
Publication Date: 16 June 2023
Creators: Aaron Pancost , Stathis Tompaidis , Magdalena Grothe

This dataset, hosted on Mendeley Data, contains the replication data for the study “Collateral Competition: Evidence from Central Counterparties” (Grothe, Pancost & Tompaidis, 2023, Journal of Financial Economics). It includes trade-level data on centrally cleared derivatives used to examine how central counterparties (CCPs) compete for clearing business by adjusting collateral requirements, and the implications for financial stability and market efficiency.

GLEIF – Global Legal Entity Identifier (LEI) Data

Creators: Global Legal Entity Identifier Foundation (GLEIF)
Publication Date: 2022
Creators: Global Legal Entity Identifier Foundation (GLEIF)

The Global Legal Entity Identifier Foundation (GLEIF) provides free access to the global LEI data pool, which contains standardised information on legal entities participating in financial transactions worldwide, including company names, registered addresses, and ownership structures.

Replication Data: The Short- and Long-Run Effects of Remote Work on U.S. Housing Markets

Creators: Greg Howard , Jack Liebersohn , Adam Ozimek
Publication Date: 03. Aug 23
Creators: Greg Howard , Jack Liebersohn , Adam Ozimek

This dataset, hosted on Mendeley Data, contains the replication data for the study “The Short- and Long-Run Effects of Remote Work on U.S. Housing Markets” (Howard, Liebersohn & Ozimek, 2023, Journal of Financial Economics). It includes housing price, rental, and remote work data used to examine how the COVID-19-induced shift to remote work affected housing demand, prices, and geographic mobility across U.S. metropolitan and rural areas in both the short and long run.

Replication Data: Political Ideology and International Capital Allocation

Creators: Elisabeth Kempf , Mancy Luo , Larissa Schäfer , Margarita Tsoutsoura
Publication Date: 6 March 2023
Creators: Elisabeth Kempf , Mancy Luo , Larissa Schäfer , Margarita Tsoutsoura

This dataset, hosted on Mendeley Data, contains the replication data for the study “Political Ideology and International Capital Allocation” (Kempf, Luo, Schäfer & Tsoutsoura, 2023, Journal of Financial Economics). It includes mutual fund portfolio and political data used to examine how the political ideology of fund managers influences their international capital allocation decisions, finding that managers invest more in countries whose governments share their political ideology.

Manifesto Project – Political Party Positions and Ideological Data

Creators: Manifesto Project (WZB Berlin Social Science Center)
Publication Date: 2025
Creators: Manifesto Project (WZB Berlin Social Science Center)

The Manifesto Project provides quantitative data on the policy positions and ideological stances of political parties across more than 50 countries, derived from systematic content analysis of election manifestos. It enables cross-country and over-time comparisons of party ideology on economic and social dimensions.

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