This repository includes GeoCOVID and FTF indexes as of 2021, following method in Ling, Wang, and Zhou (2020), Review of Asset Pricing Studies, and Wang and Zhou (2021).
Ling, Wang, and Zhou (2020) available at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3593101.
Wang and Zhou (2021) available at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3743818.