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Datasets:
OpenSourceAP
/
CrossSection
Like
1
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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
/
Results
626 kB
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2 contributors
History:
1 commit
chenandrewy
Mirror release Data-Release-2026.10 on main
57a9973
verified
11 days ago
Rplots.pdf
55.2 kB
Mirror release Data-Release-2026.10 on main
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bigSignalTableClear.tex
20.1 kB
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bigSignalTableLikely.tex
6.01 kB
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bigSignalTablePlacebos.tex
15 kB
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fig1Port_jointly.pdf
19 kB
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fig1aPort_pairwisecorrelations.pdf
14.6 kB
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fig1bPort_correlationSMB.pdf
14.2 kB
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fig1cPort_correlationHML.pdf
14.4 kB
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fig1dPort_correlationMom.pdf
14.1 kB
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fig1ePort_correlationOP.pdf
14.2 kB
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fig1fPort_correlationCMA.pdf
14 kB
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fig2b_reprate_PredictorPlacebo_Jitter.pdf
21.1 kB
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11 days ago
fig2b_reprate_data.pdf
14.3 kB
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fig2b_reprate_data_Jitter.pdf
16.5 kB
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fig4_holding_period_boxplot_meanJitter.pdf
43.3 kB
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11 days ago
fig4_liquidity_boxplot_meanJitter.pdf
44.3 kB
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fig5_MP_both.pdf
30.1 kB
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fig_Decile_boxplot_meanJitter.pdf
64.6 kB
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fig_mono.pdf
59 kB
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fig_reprate_HXZ.pdf
17.6 kB
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fig_reprate_MP.pdf
13.8 kB
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fig_reprate_ourstudy.pdf
20.6 kB
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11 days ago
fig_tstathand_vs_tstatOP.pdf
32 kB
Mirror release Data-Release-2026.10 on main
11 days ago
fig_tstathand_vs_tstatOP_withHighlights.pdf
32.1 kB
Mirror release Data-Release-2026.10 on main
11 days ago
xfig_altquant_check.pdf
15.4 kB
Mirror release Data-Release-2026.10 on main
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