Paper Replication

Yiyang Zhang
Last updated on May 23, 2026

Here is the link to the codes of the top finance papers that I replicated. My Github link is https://github.com/YiyangZhang0201/Replication-Package.

Replicated Papers

  • Andrey Golubov and Theodosia Konstantinidi (2019, Journal of Finance). “Where is the risk in value? Evidence from a market-to-book decomposition.” — Notebook
  • Jonathan Brogaard, Thanh Huong Nguyen, Talis J. Putniņš, and Eliza Wu (2022, Review of Financial Studies). “What moves stock prices? The roles of news, noise, and information.” — Notebook
  • Ekkehart Boehmer, Charles M. Jones, Xiaoyan Zhang, and Xinran Zhang (2021, Journal of Finance). “Tracking retail investor activity.” — Notebook
  • Brad Barber, Xing Huang, Philippe Jorion, Terrance Odean, and Christopher Schwarz (2024, Journal of Finance). “A (sub)penny for your thoughts: Tracking retail investor activity in TAQ.” — Notebook