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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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dCPVolSpread has the wrong sign in SignalDoc.csv #139

Closed chenandrewy closed 3 months ago

chenandrewy commented 11 months ago

The sign should be negative.

tomz23 commented 3 months ago

Fixed in https://github.com/OpenSourceAP/CrossSection/commit/11e7061fd550f5cd84f7889b808bfd7a99ae84c0