Data · dataset · 2026
Replication package for "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models"
Listed in Teesside University Research Data Repository
This dataset contains the replication package for "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models" by Svetlana Bryzgalova, Alberto Quaini, Fabio Trojani, and Ming Yuan, forthcoming in the Journal of Financial Economics.
Description
The package is organized as the R package reproduceTFRP. It contains the data, R code, documentation, generated intermediate results, and figures required to reproduce the empirical results in the paper.
Instructions are provided in README.md. File description: ZIP archive containing the complete reproduceTFRP replication package, including README.md, R package source files, raw and processed data, empirical scripts, generated results, and generated figures.
Links
Where it is published
- DOI doi.org/10.17632/ghgtbxtpd7.1 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
- From keywords
- Earth & Environmental Science
Provenance · 1 source records, 6 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/ghgtbxtpd7.1 | 13 h ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/rights |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |