Showing 41-48 of 573 results
Federal Housing Finance Agency (FHFA) – Housing Finance Data

Federal Housing Finance Agency (FHFA) – Housing Finance Data

Lisa
Open Dataset
Creators: Federal Housing Finance Agency (FHFA)
Publication Date: published continuously
Creators: Federal Housing Finance Agency (FHFA)

The FHFA provides data on mortgage markets, house prices, and housing finance activities in the United States, including the House Price Index (HPI), mortgage rates, and agency lending statistics.

SEC – Form 13F Institutional Investment Manager Holdings Data

SEC – Form 13F Institutional Investment Manager Holdings Data

Lisa
Open Dataset
Creators: U.S. Securities and Exchange Commission (SEC)
Publication Date: May 2026
Creators: U.S. Securities and Exchange Commission (SEC)

The SEC’s Form 13F data provides quarterly disclosure filings from institutional investment managers with over $100 million in assets under management, detailing their equity holdings.

bidask – R and Python Package for Bid-Ask Spread Estimation

bidask – R and Python Package for Bid-Ask Spread Estimation

Lisa
Open Dataset
Creators: Emanuele Guidotti
Publication Date: 2025
Creators: Emanuele Guidotti

The bidask package, hosted on GitHub, provides R and Python implementations of the efficient bid-ask spread estimator developed in Ardia, Guidotti & Kroencke (2024, Journal of Financial Economics). It enables researchers and practitioners to estimate bid-ask spreads from daily OHLC price data without requiring tick-level transaction data, making liquidity estimation accessible for a wide range of financial datasets.

Replication Data: Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

Replication Data: Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

Lisa
Open Dataset
Creators: David Ardia, Emanuele Guidotti, and Tim A. Kroencke
Publication Date: 2024
Creators: David Ardia, Emanuele Guidotti, and Tim A. Kroencke

This dataset, hosted on Harvard Dataverse, contains the replication data for the study “Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices” (Ardia, Guidotti & Kroencke, 2024, Journal of Financial Economics). It includes OHLC (open, high, low, close) price data and estimated bid-ask spreads used to validate a new efficient estimator of bid-ask spreads that can be applied to daily price data without requiring intraday transaction data.

BA – COVID-19 Economic Injury Disaster Loan (EIDL) Dataset

BA – COVID-19 Economic Injury Disaster Loan (EIDL) Dataset

Lisa
Open Dataset
Creators: U.S. Small Business Administration (SBA)
Publication Date: March 10, 2021
Creators: U.S. Small Business Administration (SBA)

The SBA’s COVID-19 Economic Injury Disaster Loan (EIDL) dataset provides loan-level data on EIDL loans and advances issued to small businesses during the COVID-19 pandemic, including borrower information, loan amounts, and geographic data.

Replication Data: Racial Disparities in the Paycheck Protection Program

Replication Data: Racial Disparities in the Paycheck Protection Program

Lisa
Open Dataset
Creators: Sergey Chernenko , David Scharfstein
Publication Date: 10 July 2024
Creators: Sergey Chernenko , David Scharfstein

This dataset, hosted on Mendeley Data, contains the replication data for the study “Racial Disparities in the Paycheck Protection Program” (Chernenko & Scharfstein, 2024, Journal of Financial Economics). It includes loan-level PPP data linked to business demographic information used to examine racial disparities in the distribution of Paycheck Protection Program loans, analysing whether minority-owned businesses received equitable access to COVID-19 relief funding.

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