Data and Code for: "Implied Dividend Volatility and Expected Growth"

Martin, I.

, Gormsen, N. & Koijen, R. (2021). Data and Code for: "Implied Dividend Volatility and Expected Growth". [Dataset]. OpenICPSR. https://doi.org/10.3886/e136781v1

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Data instructions and code for: "Implied Dividend Volatility and Expected Growth"

Item Type	Dataset
Publisher	OpenICPSR
DOI	10.3886/e136781v1
Date made available	1 July 2021
Keywords	implied dividend volatility, General Financial Markets: General (includes Measurement and Data)
Temporal coverage	From To January 2020 January 2020
Geographic coverage	United States of America; Europe
Resource language	Other
Departments	LSE

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Martin, Ian

Gormsen, N. J., Koijen, R. S. & Martin, I. W. (2021). Implied dividend volatility and expected growth. AEA Papers and Proceedings, 111, 361 - 365. https://doi.org/10.1257/pandp.20211065 (Repository Output)

Available at: 10.3886/e136781v1

Access level: Open

Licence: Creative Commons: Attribution 4.0

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Data and Code for: "Implied Dividend Volatility and Expected Growth"

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