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Replication code for He-Kelly-Manela (2017 JFE) main results. (julia 1.0 version)

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.gitattributes
.gitattributes
 
 
CITATION.cff
CITATION.cff
 
 
He_Kelly_Manela_Factors_And_Test_Assets.csv
He_Kelly_Manela_Factors_And_Test_Assets.csv
 
 
He_Kelly_Manela_Factors_And_Test_Assets_monthly.csv
He_Kelly_Manela_Factors_And_Test_Assets_monthly.csv
 
 
He_Kelly_Manela_Factors_daily.csv
He_Kelly_Manela_Factors_daily.csv
 
 
He_Kelly_Manela_Factors_monthly.csv
He_Kelly_Manela_Factors_monthly.csv
 
 
He_Kelly_Manela_Factors_quarterly.csv
He_Kelly_Manela_Factors_quarterly.csv
 
 
He_Kelly_Manela_XS_Tests.jl
He_Kelly_Manela_XS_Tests.jl
 
 
README.md
README.md
 
 
readme.txt
readme.txt
 
 

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Replication code for He-Kelly-Manela (2017 JFE) main results. (julia 1.0 version)

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