Open Source Asset Pricing

This website provides test asset returns and signals replicated from the academic asset pricing literature. If you use the data, please cite our paper:

@article{ChenZimmermann2021,
  title={Open Source Cross-Sectional Asset Pricing},
  author={Chen, Andrew Y. and Tom Zimmermann},
  journal={Critical Finance Review},
  year={2022},
  volume={27},
  number={2},
  pages={207--264} 
}