London Stock Exchange, 1870-1929 — Replication data
====================================================
Goetzmann & Rouwenhorst, "Capital Structure, Seniority, and Risk Premia:
Evidence from the London Stock Exchange, 1870-1929" (NBER WP 34899).

Files
-----
  IMM_A_11_25_2025.csv   Annual security-level data from the Investor's Monthly
                         Manual (~162,500 rows, 1870-1929). The core dataset.
  BofE-macro.csv         Bank of England macro series (risk-free / inflation).
  JSTdataset.csv         Jorda-Schularick-Taylor macro-history inputs (GDP etc.).

Replication script (downloadable separately from the page):
  replicate_tables_nber_wp.py   Reproduces Tables 1-4 and 6 of the paper.

The frozen script expects the data laid out as in the original repo:
  ../database/annual/IMM_A_11_25_2025.csv
  ../database/mappings/BofE-macro.csv
  ../database/mappings/JSTdataset.csv
So create a 'database/annual/' and 'database/mappings/' tree next to the script,
or edit DATA_DIR / MACRO_DIR at the top of the script to point at these files.
Requires Python with polars and numpy.

Source: Yale ICF / International Center for Finance IMM project.
