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  "author": "Liao Zhu",
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  "author": "Liao Zhu",
            
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  "author_email": "",
            
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  "citation": [
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    "https://doi.org/10.48550/arXiv.2107.14410",
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    "https://doi.org/10.48550/arXiv.2107.14410",
            
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    "https://doi.org/10.48550/arXiv.2208.14267"
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    "https://doi.org/10.48550/arXiv.2208.14267"
            
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  "doi": "10.57702/1nn9sra8",
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  "doi": "10.57702/1nn9sra8",
            
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      "extra_author": "Robert A. Jarrow",
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      "extra_author": "Robert A. Jarrow",
            
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    },
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      "extra_author": "Martin T. Wells",
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      "extra_author": "Martin T. Wells",
            
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  "name": "crsp-database",
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  "name": "crsp-database",
            
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  "notes": "The dataset used in this paper is the Center for Research 
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  "notes": "The dataset used in this paper is the Center for Research 
            
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in Securities Prices (CRSP) database sampled between January 1963 and 
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in Securities Prices (CRSP) database sampled between January 1963 and 
            
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December 2018.",
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December 2018.",
            
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}
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}