Kelly and Pruitt (Reconciling)

• Publicly available data: This includes characteristics and returns, an in-sample factor/Gamma estimates

Kelly, Palhares, Pruitt, JF forth

• Code and Data (for publicly available data, see this paper)

Kelly, Moskowitz, and Pruitt, JFE 2021

• Code and Data

Pruitt and Turner, 2020 AERI

• Code and Data

Kelly, Pruitt, and Su (IPCA)

• Example Matlab code folder
• Pruitt’s Python code
• Contributed Python code

Kelly, Pruitt, and Su, 2019 JFE

• Code and Data

Kim and Pruitt, 2017 JMCB

• Code and Data

Giglio, Kelly, and Pruitt, 2016 JFE

• Data
• Code

Kelly and Pruitt, 2015 JoE

• Code

Kelly and Pruitt, 2013 JF

• Code
• Data

Jaimovich, Pruitt, and Siu, 2013 AER

• Code and Data

Hamilton, Pruitt, and Borger, 2011 AEJMacro

• Code and Data