Data and code:

• Data for "Urban Vibrancy, Human Capital, and Firm Valuation in China,” (Danling Jiang, Shuying Liu, Feiyu Li, and Hongquan Zhu). China Finance Review International, 2022. 

[Data: Urban Vibrancy Measures in China].

• Data for "Weather, Institutional Investors, and Earnings News," (Danling Jiang, Dylan Norris, and Lin Sun). Journal of Corporate Finance, 2021, 69, Article 101990. 

[Data: Institutions Weather Measures on Earnings Announcements]

• Data for "Blockchain Speculation or Value Creation? Evidence from Corporate Investments," by Don Autore, Nicholas Clarke, and Danling Jiang, Financial Management, 2021, 50: 727–746.  

[Data: Blockchain Investment Announcement Dates]

• Sample SAS code to estimate mood beta for "Mood Beta and Seasonalities in Stock Returns," by David Hirshleifer, Danling Jiang, and Yuting Meng DiGiovanni,  Journal of Financial Economics, 2020, 137: 272-295. 

• Data for "Cultural New Year Holidays and Stock Returns Around the World" by Kelley Bergsma and Danling Jiang, Financial Management, 2016, 45(1), 3-35 

[Data: Cultural New Year Dates]

• Data for "Political Values, Culture, and Corporate Litigation,"  by Irena Hutton, Danling Jiang, and Alok Kumar, Management Science, 2015, 61(12): 2905-2925. 

[Data: Political Culture Index (PCI)]

• Data for "Corporate Policies of Republican Managers," (Irena Hutton, Danling Jiang, and Alok Kumar),  Journal of Financial and Quantitative Analysis, 2014, 49(5/6), 1279-1310. 

[Data: Firm Republican Index (REP)]

       Sample SAS code to merge FEC contribution data with managers and corporate sponsors

       Sample SAS code to read FEC individual contribution files

       Sample SAS code to read PAC summary files

       Sample SAS code to calculate the firm-level manager political preference measures using FEC and ExecuComp data

• Data for "The Second Moment Matters! Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns" by Danling Jiang. Journal of Banking and Finance (2013), 37(10), 3974-3992.

[Data: CVD monthly series 1960-2018, CVD annual graph]

• Data for "Gambling Preference and the New Year Effect of Assets with Lottery Features" by James S. Doran, Danling Jiang, and David R. Peterson, Review of Finance (2012), 16(3), 685-731: 

[Data: Stock Lottery Index ]

• Data for "A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns" by David Hirsheleifer and Danling Jiang. Review of Financial Studies (2010), 23(9), 3401-3436. 

[Data: UMO monthly series 1972-2016; UMO daily series 1972-2016, UMO annual returns (graph)]

• Data for "Is A Better than B? How Affect Influences the Marketing and Pricing of Financial Securities" by James Ang, Ansley Chua, and Danling Jiang, Financial Analysts Journal (2010), November/December, Vol. 66(6):  

[Data: Dual-Class Names]

• SAS Code for computing reference points given certainty equivalent, used in

(1) "Reference Point Adaptation: Tests in the Domain of Security Trading" by Hal Arkes, David Hirshleifer, Danling Jiang and Sonya Lim, 2008, Organizational Behavior and Human Decision Processes, 105(1), 67–81.

(2) "A Cross-Cultural Study of Reference Point Adaptation: Evidence from China, Korea, and the US" by Hal Arkes, David Hirshleifer, Danling Jiang and Sonya Lim, 2010, Organizational Behavior and Human Decision Processes, 112(2), 99-111.    [Additional Data for Tables 3, 4, 5]