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Supplements and Datasets
| Papers from 2011 | |
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| Papers from 2010 | |
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| Papers from 2009 | |
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| Paper from the June 2008 issue | |
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Appendix for "A Search-Based Theory of the On-the-Run Phenomenon" (PDF file) |
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Dimitri Vayanos and Pierre-Olivier Weill
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| Paper from the February 2007 issue | |
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Data and supplements for "Lower Salaries and No Options? On the Optimal Structure of Executive Pay" (ZIP file) |
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Ingolf Dittmann and Ernst Maug
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| Paper from the August 2006 issue | |
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Investor sentiment data used in "Investor Sentiment and the Cross-Section of Stock Returns" (Excel file) |
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Malcolm Baker and Jeffrey Wurgler
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| Paper from the August 2004 issue | |
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Sample for "The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation" (Excel file) |
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Honghui Chen, Gregory Noronha, and Vijay Singal
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| Paper from the October 2000 issue | |
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The Equity Share in New Issues and Aggregate Stock Returns |
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Malcolm Baker and Jeffrey Wurgler
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| Paper from the April 2000 issue | |
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Supplement to Foreign Speculators and Emerging Equity Markets (.htm files) |
| Geert Bekaert and Campbell R. Harvey | |
| Paper from the October 1999 issue: | |
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Supplement to Optimal Investment, Growth Options and Security Returns |
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Jonathan Berk, Richard Green, and Vasant Naik
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| Papers from the December 1998 issue: | |
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Data for "Earnings Management and the Long-Run Market Performance of Initial public Offerings" (.htm files) |
| Authored by Siew Hong Teoh, Ivo Welch, and T.J. Wong | |
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Dividend Corrections from "Stock Returns, Dividend Yields and Taxes" |
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Authored by Andy Naranjo, M. Nimalendran, and Mike Ryngaert
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| Paper from the April 1998 issue: | |
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Data of Block Share Information from "Block Share Purchases and Corporate Performance" |
| Authored by Jennifer Bethel, Julia Liebeskind, and Tim Opler | |
| Papers from the February 1998 issue: | |
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Appendix for Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies |
| Torben Andersen and Tim Bollerslev | |
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Simulated marginal tax rates from "Debt, Leases, Taxes, and the Endogeneity of Corporate Tax Status" |
| Authored by John R. Graham, Michael L. Lemmon, and James S. Schallheim. | |
| Papers from the September 1997 issue: | |
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Appendix Tables for Informed Traders, Intervention and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market |
| Bettina Peiers | |
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Appendicies for Public-Offerings of State-Owned and Privately-Owned Enterprises: An International Comparison |
| Kathryn L. Dewenter and Paul H. Malatesta | |
| Updates of Papers: | |
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"Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility" - Errata |
| Torben Andersen, originally published Journal of Finance, 1996, Vol 51, 169-204 | |
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"Finance Research Productivity and Influence" |
| Update of Borokhovich, Bricker, Brunarski, and Simkins (1995) | |
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