/open-source-replications

This repository shares the open sourced codes for replicating papers in the finance and accounting literature.

Primary LanguageJupyter Notebook

open-source-replications

This repository shares the open-sourced codes for replicating papers in the finance and accounting literature. I would like to invite you, my fellow researchers, to contribute to this project and make the research in our field more impactful.

Please feel free to message me on GitHub or email me at dj2526@columbia.edu regarding any comments or suggestions.

Who am I

I am an accounting Ph.D. student at Columbia Business School, broadly interested in capital markets research and enthusiastic about applying the latest technology in my research. In my academic endeavors, I have always wished that I could find the replication codes for some well-established papers. That motivated me to initiate this project. Please feel free to read more about me here.

How to Contribute

I suggest the following steps

  1. Create a folder named "[First letter of the authors, in alphabetical order][Year of Publication][Suffix in case of duplicated names]". For instance, "GM2016" would be the abbreviation for Gormley, Todd A., and David A. Matsa. "Playing it safe? Managerial preferences, risk, and agency conflicts." Journal of Financial Economics 122.3 (2016): 431-455.
  2. Check whether the codes run as expected on a local machine and include them in the folder.
  3. Include a README file in the folder detailing the name of the paper, the name and contact of you (optional), introduction, data description, technical specification, and comments (optional). See an example of the README file here and a template here.
  4. Include any other files you think are relevant in the folder, including but not limited to supporting data (if they are not huge) and intermediary outputs, etc.
  5. Update the list of papers in THIS README file.
  6. Commit and push to GitHub. See the wonderful technical document by GitHub here.

Which papers have been replicated

  • GM2016: Gormley, Todd A., and David A. Matsa. "Playing it safe? Managerial preferences, risk, and agency conflicts." Journal of Financial Economics 122.3 (2016): 431-455.
  • K1996: Kocherlakota, Narayana R. "The equity premium: It's still a puzzle." Journal of Economic Literature 34.1 (1996): 42-71.

Updates

11/17/2023: The project is initiated.