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Part 1: Document Description
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Citation |
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Title: |
Replication Code for: "In Safe Hands: The Financial and Real Impact of Investor Composition Over the Credit Cycle" |
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Identification Number: |
doi:10.7910/DVN/4C6F3K |
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Distributor: |
Harvard Dataverse |
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Date of Distribution: |
2024-08-30 |
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Version: |
1 |
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Bibliographic Citation: |
Coppola, Antonio, 2024, "Replication Code for: "In Safe Hands: The Financial and Real Impact of Investor Composition Over the Credit Cycle"", https://doi.org/10.7910/DVN/4C6F3K, Harvard Dataverse, V1 |
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Citation |
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Title: |
Replication Code for: "In Safe Hands: The Financial and Real Impact of Investor Composition Over the Credit Cycle" |
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Identification Number: |
doi:10.7910/DVN/4C6F3K |
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Authoring Entity: |
Coppola, Antonio (Stanford University) |
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Distributor: |
Harvard Dataverse |
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Access Authority: |
Coppola, Antonio |
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Depositor: |
Coppola, Antonio |
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Date of Deposit: |
2024-08-27 |
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Holdings Information: |
https://doi.org/10.7910/DVN/4C6F3K |
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Study Scope |
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Keywords: |
Social Sciences |
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Abstract: |
This package contains replication code and pseudo-data for "In Safe Hands: The Financial and Real Impact of Investor Composition Over the Credit Cycle". Please see README.md for details. |
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Methodology and Processing |
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Sources Statement |
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Data Access |
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Other Study Description Materials |
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Related Publications |
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Citation |
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Title: |
Forthcoming, Review of Financial Studies |
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Bibliographic Citation: |
Forthcoming, Review of Financial Studies |
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data.zip |
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application/zip |
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README.md |
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text/markdown |
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Analysis_Python_Controller.sh |
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application/x-sh |
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Analysis_Stata_Controller.sh |
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application/x-sh |
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coverage.do |
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firm_regressions.do |
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application/x-stata-syntax |
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flow_dynamics.do |
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gz_events.do |
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holdings_sumstats.do |
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idiosyncrasy.do |
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liquidity_dynamics.do |
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Master_Analysis.do |
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Master_Analysis.sh |
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nonus_estimates.py |
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text/x-python |
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persistence.do |
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application/x-stata-syntax |
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plot_estimates.do |
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application/x-stata-syntax |
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portfolio_composition_sumstats.do |
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application/x-stata-syntax |
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relationships.do |
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application/x-stata-syntax |
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sale_quantities.do |
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application/x-stata-syntax |
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security_regressions.py |
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text/x-python |
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spreads.do |
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application/x-stata-syntax |
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variation_histograms.do |
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application/x-stata-syntax |
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amounts_outstanding.do |
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bartik_instrument.do |
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application/x-stata-syntax |
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bond_betas.do |
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Build_Python_Controller.sh |
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application/x-sh |
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Build_Stata_Controller.sh |
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application/x-sh |
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ciq_characteristics.do |
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compustat.do |
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consolidate_duration.do |
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application/x-stata-syntax |
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consolidate_firm_sample.py |
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text/x-python |
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consolidate_holdings.do |
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application/x-stata-syntax |
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consolidate_ratings.do |
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dealogic_dcm.do |
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drawdowns_sample.do |
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excess_returns.do |
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application/x-stata-syntax |
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factset_dcs.do |
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application/x-stata-syntax |
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firm_outcomes.do |
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application/x-stata-syntax |
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fund_holdings_summary.do |
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industry_master.do |
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industry_morningstar.do |
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application/x-stata-syntax |
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insurance_panel.do |
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interest_details.do |
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application/x-stata-syntax |
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macro_series.do |
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application/x-stata-syntax |
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Master_Build.do |
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application/x-stata-syntax |
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Master_Build.sh |
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application/x-sh |
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mergent.do |
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moodys_drd.do |
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nonus_panel.do |
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price_characteristics_panels.do |
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process_trace.do |
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sovereign_data.do |
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wrds_characteristics.do |
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cgs.do |
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CGS_Controller.sh |
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application/x-sh |
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Master_CGS.do |
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Master_CGS.sh |
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application/x-sh |
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clean_trace_enhanced.sas |
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application/x-sas-syntax |
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clean_trace_standard.sas |
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application/x-sas-syntax |
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data_guide.md |
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text/markdown |
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globals_guide.md |
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text/markdown |
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consolidate_insurance_holdings.do |
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application/x-stata-syntax |
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enumerate_insurers.do |
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import_health.do |
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import_life.do |
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import_pc.do |
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application/x-stata-syntax |
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industry_aggregates.do |
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application/x-stata-syntax |
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Insurance_Stata_Controller.sh |
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application/x-sh |
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Master_Insurance.do |
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application/x-stata-syntax |
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Master_Insurance.sh |
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application/x-sh |
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Create_Final_Files.do |
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ER_Data_Build.do |
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application/x-stata-syntax |
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HoldingDetail_Build_1.do |
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HoldingDetail_Build_2.do |
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HoldingDetail_Build_3.do |
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Internal_Class.do |
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Internal_Currency.do |
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Manual_Corrections.do |
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application/x-stata-syntax |
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Morningstar_Build.do |
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application/x-stata-syntax |
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Morningstar_Build_Controller.sh |
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Morningstar_Build_Details.md |
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Morningstar_Build_PostBloomberg.sh |
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application/x-sh |
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Morningstar_Build_PreBloomberg.sh |
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Morningstar_Mapping_Build.do |
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PortfolioSummary_Build.do |
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Refine_Cusip_Fill_Isin.do |
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Refine_Cusip_Merge.do |
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Refine_Extid_Merge.do |
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Refine_Parse_Externalid.do |
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externalid_collect_extid_master.do |
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externalid_make_extid_csvtodta.do |
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externalid_postbloomberg.do |
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externalid_prebloomberg.do |
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Figi_API.R |
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type/x-r-syntax |
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make_externalid_master.R |
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type/x-r-syntax |
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R_Controller.sh |
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application/x-sh |
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Python_Controller.sh |
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Unwind_MF_Positions_Aggregate.do |
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Unwind_MF_Positions_Consolidate.do |
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Unwind_MF_Positions_ReGenHD_1.do |
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Unwind_MF_Positions_ReGenHD_2.do |
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Unwind_MF_Positions_Unravel.py |
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Unwind_MF_Prepare.do |
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Panelify_HD_Splits.do |
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Panelify_HD_Splits_Covariates.do |
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convert_xml_to_dta.sas |
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save_dta.sh |
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unzip.sh |
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build_params.do |
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compute_drawdowns.py |
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compute_ytm.py |
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