Open Asset Pricing – Comprehensive Anomaly Returns Database

Creators:
Andrew Y. Chen and Tom Zimmermann
Publication Date:
2025
Data Category:
Dataset Description:
Open Asset Pricing is a comprehensive open-source database of anomaly returns covering hundreds of published asset pricing anomalies, providing standardised factor returns, portfolio sorts, and replication data. It is one of the most extensive publicly available resources for empirical asset pricing research.
Variables:
Details:

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