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.
International Journal of Research in Marketing (2017)
Mourali Mehdi, Yang Zhiyong, Pons Frank, and Hassay Derek