Intermediary Asset Pricing (AER 2013)

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Authors Title Journal Year Edition Pages JEL Codes Keywords
Zhiguo He, Arvind Krishnamurthy Intermediary Asset Pricing AER 2013 2 732 - 770 E44, G12, G21, G23, G24 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 0 - not available online 1 - accessible on journal website geometric Brownian motion, Euler equations Micro Flow of Funds March 2010 Level Tables, Barclay’s Hedge, SEC filings for the broker/dealer sector, Federal Reserve’s flow of funds USA MATLAB, Excel

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement


DOI: 10.1257/aer.103.2.732 IDEAS: a/aea/aecrev/v103y2013i2p732-70.html EconPapers: RePEc:aea:aecrev:v:103:y:2013:i:2:p:732-70

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