OpenSourceAP / CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3604626
GNU General Public License v2.0
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Fixing gaps in various predictors #121

Closed chenandrewy closed 1 year ago

chenandrewy commented 1 year ago

CoskewACX, DivYieldST, ChNAnalyst, IO momentum. Also patched a failed FirmAge update.