The following STATA dataset (data_for_replication.dta) contains all the variables needed to replicate the main results in Speculative Betas by H. Hong and D. Sraer. Details for data construction can be found in the paper. All variables are labelled.
To download the dataset click here: DATASET

The following STATA program uses the dataset data_for_replication.dta and provides the code to replicate the main results in Speculative Betas.
To download the program click here: PROGRAM


If you have any question about this program, please contact David Sraer at dsraer@princeton.edu