• Code for "Proactive Capital Structure Adjustments: Evidence from Corporate Filings"

Stata code to assign firms to types based on their refinancing frequency and characteristics

• Code for "Skill and Luck in Private Equity Performance"

Matlab code and simulations for the estimation of the hierarchical model in "Skill and Luck in Private Equity Performance".

• Code for "Risk-Adjusting the Returns to Venture Capital"

Matlab code and simulations for the GMM estimation of the Generalized PME measure in "Risk-Adjusting the Returns to Venture Capital".

• Code for "Markov Chain Monte Carlo Methods in Corporate Finance"

Contains Matlab code for the MCMC algorithms in the book chapter "Markov Chain Monte Carlo Methods in Corporate Finance", with simulations.

• Selection-corrected art indices, 1960-2013

Spreadsheet with selection-corrected art indices between 1960 and 2013, as estimated in "Does it Pay to Invest in Art? A Selection-corrected Returns Perspective".

• Dataset of net benefits to leverage and optimal leverage ratios

Expanded dataset containing estimates of net benefits to leverage and optimal leverage based on "The Net Benefits to Leverage". It contains 82,020 firm-year observations, spanning Compustat firms between 1961-2007 with more than $10m in assets.

• Code for "Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies"

Contains Matlab and C++ code for the MCMC algorithm used in "Risk and Return Characteristics of Venture Capital-Backed Entrepreneurial Companies", with simulations to assess performance. A detailed description of the algorithm can be found here.