Data and Code for: "Implied Dividend Volatility and Expected Growth"
Principal Investigator(s): View help for Principal Investigator(s) Niels Gormsen, University of Chicago; Ralph Koijen, University of Chicago; Ian Martin, London School of Economics
Version: View help for Version V1
| Name | File Type | Size | Last Modified |
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| Code | 06/30/2021 12:36:PM | ||
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application/pdf | 52.6 KB | 04/04/2021 06:12:PM |
Project Citation:
Gormsen, Niels, Koijen, Ralph, and Martin, Ian. Data and Code for: “Implied Dividend Volatility and Expected Growth.” Nashville, TN: American Economic Association [publisher], 2021. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2021-07-01. https://doi.org/10.3886/E136781V1
Project Description
Summary:
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Data instructions and code for: "Implied Dividend Volatility and Expected Growth"
Scope of Project
Subject Terms:
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implied dividend volatility
JEL Classification:
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G10 General Financial Markets: General (includes Measurement and Data)
G10 General Financial Markets: General (includes Measurement and Data)
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