How Does the Stock Market Absorb Shocks?

By Frank Murray and Sanati Ali
Working Paper SSRN (2017)

  • Murray Frank

    University of Minnesota

    USA

  • Ali Sanati

    University of Minnesota

    USA

Created

June 16, 2017

Last update

June 17, 2017

Software

Stata

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Description

The files reproduce the tables in the paper "How Does the Stock Market Absorb Shocks?". The main program is in a Stata file, named "master_replicate.do". The code reproduces the tables in the order they are presented in the paper. For more details, see the readme.txt file.

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