The Econometric SocietySupplement to "Time-Varying Risk Premium in Large Cross-Sectional Equity Datasets"
This zip file contains the replication files for the manuscript.
Supplemental Authors:
Gagliardini, Patrick - Universita D Svizzera Italiana
OSSOLA, Elisa - Università della Svizzera Italiana
Scaillet, Olivier - Geneva University
Data and Programs
