Data · dataset · 2025
Data: Factor models for Chinese A-shares
Listed in IISH Dataverse
This file contains the monthly returns of the Chinese A-share equity factor series (2000-2019) used in Hanauer, Jansen, Swinkels, Zhou (2022).
Links
Where it is published
- Dataverse dataset page dataverse.nl/dataset.xhtml?persistentId=doi%3A10.34894%2F8WW5GC ↗
landing page · from datasets iisg amsterdam
- DOI doi.org/10.34894/8ww5gc ↗
DOI / persistent id · from datasets iisg amsterdam
Catalogue records · 1
- Dataverse API dataverse.nl/api/datasets/:persistentId/?persistentId=doi%3A10.34894%2F8WW5… ↗
metadata API · from datasets iisg amsterdam
Topics
- Stated by source
- Other
- From keywords
- Economics & Finance · Finance · Financial econometrics · Investment and risk management
Provenance · 1 source records, 11 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| IISH Dataverse | doi:10.34894/8WW5GC | 5 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| concepts[field].anzsrc:field:350202 | mapping · datasets iisg amsterdam | vocabulary-mapper@1.0.0 | keywords['Finance'] |
| concepts[field].anzsrc:field:350203 | mapping · datasets iisg amsterdam | vocabulary-mapper@1.0.0 | keywords['Financial Econometrics'] |
| concepts[field].anzsrc:field:350208 | mapping · datasets iisg amsterdam | vocabulary-mapper@1.0.0 | keywords['Investment And Risk Management'] |
| concepts[field].dataverse_subject:other | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| concepts[field].local:field:economics-finance | mapping · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| created_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| description | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /description |
| publication_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| title | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /name |
| updated_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| version_label | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 |