Code for: Imperfect Financial Markets and Investment Inefficiencies
Principal Investigator(s): View help for Principal Investigator(s) Elias Albagli, Central Bank of Chile; Christian Hellwig, Toulouse School of Economics; Aleh Tsyvinski, Yale University
Version: View help for Version V1
| Name | File Type | Size | Last Modified |
|---|---|---|---|
| Codes | 07/06/2023 05:13:AM | ||
|
|
application/pdf | 543.5 KB | 07/06/2023 03:30:AM |
Project Citation:
Albagli, Elias , Hellwig, Christian, and Tsyvinski, Aleh. Code for: Imperfect Financial Markets and Investment Inefficiencies. Nashville, TN: American Economic Association [publisher], 2023. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2023-08-22. https://doi.org/10.3886/E185081V1
Project Description
Summary:
View help for Summary
This code repository for "Imperfect Financial Markets and Investment Inefficiencies" contains two matlab files that were used to produce figures 1, 3 and 5 of our manuscript. The paper
does not involve analysis of external data.
Funding Sources:
View help for Funding Sources
European Commission (ERC-263790 (InfoMacro));
ANR (France) (ANR-17-EURE-0010)
Scope of Project
Subject Terms:
View help for Subject Terms
Information frictions;
Suboptimal investment;
Shareholder Incentives
JEL Classification:
View help for JEL Classification
E22 Investment; Capital; Intangible Capital; Capacity
G14 Information and Market Efficiency; Event Studies; Insider Trading
E22 Investment; Capital; Intangible Capital; Capacity
G14 Information and Market Efficiency; Event Studies; Insider Trading
Related Publications
Published Versions
Report a Problem
Found a serious problem with the data, such as disclosure risk or copyrighted content? Let us know.
This material is distributed exactly as it arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.