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Datasets:
OpenSourceAP
/
CrossSection
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Open Source Asset Pricing
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Modalities:
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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
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xet
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CrossSection
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Results
626 kB
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2 contributors
History:
1 commit
chenandrewy
Mirror release Data-Release-2026.10 on main
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9 days ago
Rplots.pdf
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bigSignalTableClear.tex
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bigSignalTableLikely.tex
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bigSignalTablePlacebos.tex
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fig1Port_jointly.pdf
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fig1aPort_pairwisecorrelations.pdf
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fig1bPort_correlationSMB.pdf
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fig1cPort_correlationHML.pdf
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fig1dPort_correlationMom.pdf
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fig1ePort_correlationOP.pdf
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fig1fPort_correlationCMA.pdf
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fig2b_reprate_PredictorPlacebo_Jitter.pdf
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fig2b_reprate_data.pdf
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fig2b_reprate_data_Jitter.pdf
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fig4_holding_period_boxplot_meanJitter.pdf
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fig4_liquidity_boxplot_meanJitter.pdf
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fig5_MP_both.pdf
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fig_Decile_boxplot_meanJitter.pdf
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fig_mono.pdf
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fig_reprate_HXZ.pdf
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fig_reprate_MP.pdf
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fig_reprate_ourstudy.pdf
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fig_tstathand_vs_tstatOP.pdf
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fig_tstathand_vs_tstatOP_withHighlights.pdf
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xfig_altquant_check.pdf
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