README: Paper section; remove arXiv links; move branch details to Releases
Andrew Y. Chen
ad1dfba
- Add a Paper section naming Chen and Zimmermann (2022) as the dataset's paper
- Remove arXiv links (the hub's Papers sidebar listed only secondary papers);
cite those papers in plain text with titles
- Restore the one-line dataset description and the signal browser link
- Replace the branches paragraph at the top with a pointer to all past releases;
move the branch and revision= explanation to the Releases section
README: linked file directory, placebos and data format sections
Andrew Y. Chen
0178832
- Replace the Files table with a nested list of the 2026.10 files; each file links
to its hub page, each folder to its tree view, and firm-level files note omitted signals
- Add a Placebos section: what they are, why they are included (nesting Hou, Xue,
and Zhang), why they may still be useful, and how to build BidAskTAQ
- Add a Data Format section: firm-level columns and timing, portfolio columns,
return timing and signing
- Link release notes via /blob/ so they render; fix size (12 KB)
- Link Quick download to the file directory; drop the redundant exclusions paragraph
10 days ago
README: main mirrors the latest release; add dataset viewer configs
Describes the data, quick downloads for the latest release, and how to load
each archived release by branch (revision=).
Claude-Session: https://claude.ai/code/session_019jhbPVKzWGSubG2HoKReUR
