Does Investor Risk Perception Drive Asset Prices in Markets? Experimental Evidence.

By Huber Jürgen, Zeisberger Stefan, and Palan Stefan
Journal of Banking and Finance (2019)

  • Stefan Palan

    University of Graz

    Austria

  • Jürgen Huber

    University of Innsbruck

    Germany

  • Stefan Zeisberger

    University of Zurich

    Switzerland

Created

September 11, 2019

Last update

September 16, 2019

Software

R

Ranking

117

Visits

2415

Downloads

173

Description

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.

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