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Code for 'Corporate Bond Price Reversals' by Alexey Ivashchenko

Files '!new_<...>' implement sequentially the results of the paper. The code uses the data from a number of datasets (Academic TRACE, Enhanced TRACE, Mergent FISD, CRSP, Compustat, and IBES) that can not be made public.

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Code for the paper 'Corporate Bond Price Reversals'

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