The file run_replication_industry.do uses 

INPUT
1. gpr_daily_20210615.xlsx (Daily GPR data from CI)
2. F-F_Research_Data_Factors_daily.csv (3-factors from Fama-French Library)
3. 49_Industry_Portfolios_Daily_equal_weighted.csv (F-F Industry returns from Fama-French Library)

and generates the plot of industry exposure in the appendix of the paper.
The industry exposure coefficients are used in the firm-level analysis.

OUTPUT
Chart with industry-level exposures and data on industry_betas_simple.dta