Thanks for your comprehensive and detailed reproduction of nearly all cross-sectional stock return predictors. I'm quite interested in your brilliant work, and want to check those predictors in stock market of China.
For that, I need to generate characteristics of companies listed on Shanghai Stock Exchange/Shenzhen Stock Exchange. My problem is that I do not have access to WRDS, so I need to get fields of input data for each characteristic, and then fill with corresponding data of Chinese listed companies.
Would you please provide sample fields of input data from which characteristics generated, so that people have no access to WRDS can also work on the shoulders of you. Thanks again for you brilliant work.
Thanks for your comprehensive and detailed reproduction of nearly all cross-sectional stock return predictors. I'm quite interested in your brilliant work, and want to check those predictors in stock market of China. For that, I need to generate characteristics of companies listed on Shanghai Stock Exchange/Shenzhen Stock Exchange. My problem is that I do not have access to WRDS, so I need to get fields of input data for each characteristic, and then fill with corresponding data of Chinese listed companies. Would you please provide sample fields of input data from which characteristics generated, so that people have no access to WRDS can also work on the shoulders of you. Thanks again for you brilliant work.