Extract the .zip-file into one folder (sub-folders for the raw data will be created). Then run the GIMS_DataAnalysis.R for the main results, GIMS_DataAnalysis_Return.R for the RETURN results, GIMS_DataAnalysis_2Assets.R for the EXPERIENCE results, and GIMS_DataAnalysis_2Markets.R for the 2MARKETS results.
Emerging Markets Finance and Trade (2020)
Haghnejad Amin, Samadi Saeed, Nasrollahi Khadije, Azarbayjani Karim, and Kazemi Iraj