Data and Code for: News Shocks under Financial Frictions (AEJ:MACRO)

Principal Investigator(s):  View help for Principal Investigator(s) John Tsoukalas, University of Glasgow; Christoph Gortz, University of Birmingham; Francesco Zanetti, University of Oxford

Version:  View help for Version V1

Name File Type Size Last Modified
VAR_paper_marketvalueofequity_AEJMupdateR2.do text/x-stata-syntax 4.2 KB 01/08/2019 06:19:AM
data_crsp_monthly_aejmupdate.dta application/x-stata 131.4 MB 03/20/2021 08:23:AM
finaldata072015.xlsx application/vnd.openxmlformats-officedocument.spreadsheetml.sheet 656 KB 03/20/2021 08:20:AM

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To view the citation for the overall project, see http://doi.org/10.3886/E130141V1.

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Summary:  View help for Summary Contains all the data used in the paper



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V1 [2022-09-28]

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