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Found 1 dataset matching "Open Source Cross-Sectional Asset Pricing".

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#1 Federal
Open Source Cross-Sectional Asset Pricing
- Organization: Board of Governors of the Federal Reserve System
- Dataset Last Updated: June 01, 2021
These data and code successfully reproduce nearly all cross-sectional stock return predictors. The 319 characteristics draw from previous meta-studies, but authors differ by comparing their...

Search relevance: 284.95 | Views last month: 16 | Catalog Last Checked: October 19, 2026 at 04:23 PM

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