Replication data for: Empirical Asset Pricing with Many Test Assets

Peter Schotman (Creator)
Rasmus Lönn (Creator)

Dataset

Description

Data used in Lönn and Schotman (2024), https://doi.org/10.1093/jjfinec/nbae002

Date made available	15 Mar 2024
Publisher	Oxford University Press

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https://oup.silverchair-cdn.com/oup/backfile/Content_public/Journal/jfec/22/5/10.1093_jjfinec_nbae002/1/nbae002_supplementary_data.zip?Expires=1740058014&Signature=iMAaHYFbK0Jal8-DB3VUg6bqMVIYkRt3NqvsMXHn~qiajkuB3ONlk2mf0SJ2V4J~IEykab8mWXcb3isRK1rK-i9Oc2Vn32JUI8cjiBzRJaz7gelJ9ndR4wfi-ancYlY~Hx6MHi2cnAZhk4ixfGNMq7l4HKUopEYCHa-KdHUnH~vQDjXySGG-MMbq2yfw13QZUcaC-CAqUzt2nLW~D98AGZtN6CCPErOkZicsc8L-NIi4S4ztn0NdefKi-El7apq2qLaER81iXyuXe-BiATIbFzROkEni-YWtT3hKo79XGozQ4MGPfEgb9FRILB6KenO3Xx~tDK5a48XS376CyuNxDA__&Key-Pair-Id=APKAIE5G5CRDK6RD3PGA

1 Article

Empirical Asset Pricing with Many Test Assets
Lönn, R. & Schotman, P. C., 2024, In: Journal of Financial Econometrics. 22, 5, p. 1236-1263 28 p., nbae002.
Research output: Contribution to journal › Article › Academic › peer-review

Open Access

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