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The RFS encourages our authors to post on the RFS Addenda web page any material that they think will help others productively use their published research. By posting additional material such as technical appendices, data sets, parameter estimates, and programs authors make it easier for others to build on their work.
How to Submit Material
To have your material posted on line send Tricia Cushing the files and a short one or two line description of what one contains. The description will likely go up on the RFS web page verbatim so please try to be as accurate and concise as possible. If you are sending a file with data or parameter estimates please include a readme file that describes what each column of data contains. Below are possible descriptions for some sample file types:
For a technical appendix:
- Technical appendix with detailed proofs of the paper’s propositions.
- Tables with additional robustness checks.
For a parameter estimate or data file:
- Data used in the study. (In this case you should include a readme file that explains what is in each column.)
- Readme file with a detailed description of the data used in this study.
- Parameters from the estimation of equation (4) in the paper. (Again you might want to include a readme file that explains what is in each column.)
For program code:
- SAS code used to estimated equation (5) in the paper.
Fair Use Guidelines
The general public can download and use data, parameter estimates, and code from this web site at no charge. However, user of this
material must give proper credit to both the paper that was responsible for its development and this web site.
Sample text:
This paper uses the Smith (2005) database and is publicly available at the Review of Financial Studies' web page.
Sample reference:
Review of Financial Studies web site, http://www.sfsrfs.org.
Smith, J., 2005, "A Paper with Important Data," Review of Financial Studies, 18(1), 232-245.
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