Data and Code

A set of LaTeX Bibstyle files that fulfills the requirements of the Journal of Financial and Quantitative Analysis (JFQA). My Bibstyle files have been picked up by Matthew Ringgenberg for his JFQA formatting sample file.

Replication code for the paper "Predicting the Equity Premium around the Globe: Comprehensive Evidence from a Large Sample?" can be found here.

Replication code for the paper "Market Power and Systematic Risk" can be found here.

Replication code and data for the paper "Managing the Market Portfolio" is available here.

Replication code for the paper "Which Factors for Corporate Bond Returns?" can be found here.