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Federal
Open Source Cross-Sectional Asset Pricing
Board of Governors of the Federal Reserve System —
These data and code successfully reproduce nearly all cross-sectional stock return predictors. The 319 characteristics draw from previous meta-studies, but authors... -
Federal
Equity Issuance and Retirement
Board of Governors of the Federal Reserve System —
The following tables provide additional detail on net equity issuance by nonfinancial corporations in the United States. Included below are quarterly series for gross... -
Federal
Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel
Board of Governors of the Federal Reserve System —
This dataset documents business cycle properties of the full cross-sectional distributions of U.S. stock returns and credit spreads from financial and nonfinancial...