This individual assignment requires the students to replicate the empirical analysis of a published academic paper using Stata.
The student should:
1. Choose a paper published in SSCI/CSSCI journals. The paper should be empirical and focus on finance topics (In choosing a paper, please make sure the data it used is available);
2. Obtain raw data and do data cleaning;
3. Replicate the main results in the paper (including but not limited to “Descriptive Statistics”, “Correlation Matrix”, “Main Table”, “Robustness Test” that deals with endogeneity problems);
4. Submit the raw data, Stata codes, and results (that means I can replicate your results using your data and codes).
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