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AliceF0001
‎01-08-2025
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Re: Locating value-weighted dividend premium from SAS program divpremm...

by Calcite | Level 5 in SAS Programming
‎01-07-2025 03:44 PM
‎01-07-2025 03:44 PM
This is the excel  that I got from NYU data (https://pages.stern.nyu.edu/~jwurgler/data/). In row 26 of the README sheet, you can see they say they got the data from SAS program. ... View more

Locating value-weighted dividend premium from SAS program divpremmonth...

by Calcite | Level 5 in SAS Programming
‎01-07-2025 11:22 AM
‎01-07-2025 11:22 AM
I am trying to locate the data "divpremmonth_jaz_20210111.sas" for a University study, but I can't find it available. Specifically, I am trying to replicate the Investor Sentiment Index following Baker and Wurgler (2004), where they say they got the data for value-weighted dividend premium from SAS program divpremmonth_jaz_20210111.sas. Can anyone help me? ... View more
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