Skip to content

Commit

Permalink
Update README.md
Browse files Browse the repository at this point in the history
  • Loading branch information
theisij committed Mar 3, 2023
1 parent 3289c59 commit 361f9f6
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion README.md
Expand Up @@ -12,7 +12,7 @@ Follow this [link](https://www.dropbox.com/sh/61j1v0sieq9z210/AACdJ68fs5_eT_eJMu

The code consists of the following two self-contained components:

- [GlobalFactors](https://github.com/bkelly-lab/ReplicationCrisis/tree/master/GlobalFactors) is a folder with code that creates data sets of global stock returns, stock characteristics, and global long-short factors. Note that the long-short factors can also be downloaded directly, both the factor returns used in the paper ([here](https://www.dropbox.com/sh/wcrjok1qyxtrasi/AABZ90GDCUvIzDzijt8Qoo3ha?dl=0)) and the latest version of the factor returns (see weblink below). In addition, we keep a folder with the latest versions of the factor returns and additional data such as the underlying portfolios, market returns, and industry returns ([link](https://www.dropbox.com/sh/qz5qo5hypjofpg7/AAD6I-2oYoGsb--h2N-zYHb6a?dl=0)).
- [GlobalFactors](https://github.com/bkelly-lab/ReplicationCrisis/tree/master/GlobalFactors) is a folder with code that creates data sets of global stock returns, stock characteristics, and global long-short factors. Note that the long-short factors can also be downloaded directly, both the factor returns used in the paper ([here](https://www.dropbox.com/sh/wcrjok1qyxtrasi/AABZ90GDCUvIzDzijt8Qoo3ha?dl=0)) and the latest version of the factor returns (see weblink below). In addition, we keep a folder with the latest versions of the factor returns and additional data such as the underlying portfolios, market returns, and industry returns ([link](https://www.dropbox.com/sh/zvrnbfg6u8ugo8o/AABugE3vXglTg-tr32Wb9-hHa?dl=0)).

- [Analysis](https://github.com/bkelly-lab/ReplicationCrisis/tree/master/Analysis) is a folder that contains the analysis in the paper, including all figures and tables. This folder takes the global factors as input (either the ones that can be downloaded or the ones that you construct yourself).

Expand Down

0 comments on commit 361f9f6

Please sign in to comment.