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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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patchesAC2 ready #76

Closed chenandrewy closed 2 years ago

chenandrewy commented 2 years ago

adds FF93 style ports, fixes dlret minor bug, updates BidAskTAQ and PIN.