Replication Code for "Asset Prices When Investors Underestimate Discount Rate Dynamics"

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Authors

Renxuan Wang · China Europe International Business School

Abstract

This package contains the replication code for "Asset Prices When Investors Underestimate Discount Rate Dynamics" forthcoming in the Review of Asset Pricing Studies. Due to licensing restrictions, proprietary data (CRSP, Compustat, I/B/E/S) cannot be shared. Please consult the README and DATA_REQUIREMENTS files for instructions on obtaining the required data.

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Published in: Harvard Dataverse

DOI: 10.7910/dvn/uvqh0y

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Replication Code for "Asset Prices When Investors Underestimate Discount Rate Dynamics"

Authors

Abstract

Topics & Keywords

Publication Details