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Datasets:
OpenSourceAP
/
CrossSection
Like
1
Follow
Open Source Asset Pricing
1
Modalities:
Document
Tabular
Text
Formats:
parquet
Languages:
English
Size:
1M - 10M
Tags:
finance
asset-pricing
stock-returns
anomalies
Libraries:
Datasets
pandas
Polars
+ 1
License:
cc-by-4.0
Dataset card
Data Studio
Files
Files and versions
xet
Community
main
CrossSection
/
Portfolios
/
Full Sets Alt
292 MB
Ctrl+K
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2 contributors
History:
1 commit
chenandrewy
Mirror release Data-Release-2026.10 on main
57a9973
verified
9 days ago
PlaceboPortsFull.parquet
Safe
7.94 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_Deciles.parquet
Safe
25.1 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_DecilesEW.parquet
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25.1 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_DecilesVW.parquet
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25.7 MB
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Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_FF93style.parquet
16.2 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_HoldPer_1.parquet
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18.8 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_HoldPer_12.parquet
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18.8 MB
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Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_HoldPer_3.parquet
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19 MB
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Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_HoldPer_6.parquet
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18.9 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_LiqScreen_ME_gt_NYSE20pct.parquet
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18.8 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_LiqScreen_NYSEonly.parquet
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18.2 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_LiqScreen_Price_gt_5.parquet
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18.9 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_LiqScreen_VWforce.parquet
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19 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_Quintiles.parquet
Safe
13.7 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_QuintilesEW.parquet
13.7 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
PredictorAltPorts_QuintilesVW.parquet
Safe
13.9 MB
xet
Mirror release Data-Release-2026.10 on main
9 days ago
