GOV2001 Replication Paper
Meet the co-authors:
Daniel Suo - Concentrating in Chemistry and Physics, Class of 2010
Luyi Zhao - Concentrating in Statistics, Class of 2010
What We Did:
By taking Government 2001 (Advanced
Quantitative Research Methodology), we learned how to write a
publishable paper through the process of replication. Because both of us were going to work at Kane Capital this summer, we chose to replicate
Differences of Opinion and the Cross-Section of Stock Returns, a paper that was
published in the "The Journal of Finance" in 2002.
We carefully followed the guidelines provided by our professor Gary King on
how to write a
publishable paper. In the process, we made R packages that
contained the data, code, and documentation for our replication. Here is our final package which contains code and results to calculate our final results.
The Finished Paper:
After replicating the results of the original paper, we extended the results
to write our own publishable paper.
Dispersion, Coverage, and the Rational Investor: Using Analysts' Earnings Forecasts to Predict Stock Returns
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