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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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clearly document timing of the data (not a code issue) #87

Closed chenandrewy closed 1 year ago

chenandrewy commented 2 years ago

I was asked "I am trying to use the anomaly data based on the data in your paper “Open Source Cross-Sectional Asset Pricing.” I have one clarification question: in the data, the date is in the following format: “1986m1.” Should I assume it was based on the end or beginning of Jan in 1986?" We should post the answer clearly somewhere.

iProdigy commented 2 years ago

Could add a FAQ page in the wiki (and possibly link to it from the readme)

chenandrewy commented 2 years ago

Actually, we have a FAQ at the data / news page https://www.openassetpricing.com/faq/, and I was thinking of posting it there.

But thanks for pointing out that we should link clearly to the FAQ on github.com. Perhaps the data page should be linked more prominently too.

tomz23 commented 1 year ago

Added to the FAQ here: https://www.openassetpricing.com/faq/#q-timing

tomz23 commented 1 year ago

Added link to FAQ to readme in https://github.com/OpenSourceAP/CrossSection/commit/d92fffbf18e43f3974505632e5f71ca01ac06fd5