Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market

This repository contains the code and supplementary materials for my Quantitative Finance research:
"Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market"

My paper is available at:

Code Structure

|-- codes/

|-- CGO_multiprocessing.py # Generates CGO metrics for firms
|-- main_processes.ipynb # Main analysis workflow (as described in the paper)

Raw Datasets

Due to file size limits, please download the raw datasets used in this project via the link below:

📁 Download Link: https://cuhko365-my.sharepoint.com/:f:/g/personal/122090625_link_cuhk_edu_cn/ElUmHeUlBghIp9WdJdtM55YB5JXvnaiq8aY9a3fuzLDNGQ?e=1XWCUM