Published December 23, 2022
| Version v2
Dataset
Open
Replication package for: The Lost Capital Asset Pricing Model
Authors/Creators
- 1. McGill University
- 2. University of Bern
- 3. Oxford University
Description
The package contains the codes and the data analysis files necessary to reproduce the figures and tables in Andrei, Cujean, and Wilson (forthcoming), "The Lost Capital Asset Pricing Model," Review of Economic Studies. Detailed instructions are also given about accessing the raw data.