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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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Downstream BidAskTAQ filenames #72

Closed chenandrewy closed 2 years ago

chenandrewy commented 2 years ago

bidasktaq stuff in Prep/ has been updated, but the DataDownloads/ and other stuff needs to be updated.

chenandrewy commented 2 years ago

DataDownloads/ and Placebos/ stuff was updated here: 3234831fa7aabbbf76a7d9b9d3de1bdf25fc2f60. We might need to update the code in Shipping/, but I'll close this for now.