SSealbook

OpenSourceAP/CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

asset-pricingfinancequantitative-financereproducible-researchstocks

License & maintenance

GPL-2.0 is a copyleft license: products that include or modify it may have to publish their code.

Last code push 3 days ago.