Replication Folder for "Disciplining the Factor Zoo: Identifying Pricing Factors in the Chinese Stock Market"

Published: 7 October 2025| Version 1 | DOI: 10.17632/5c9v9f9vxz.1
Contributors:
Qing-Bin Meng, JI QI, Song Wang, Xuankai Zhao

Description

The dataset is used for the study "Disciplining the Factor Zoo: Identifying Pricing Factors in the Chinese Stock Market."

Files

Steps to reproduce

Steps to reproduce are outlined in the R file

Categories

Asset Pricing, Emerging Market, Machine Learning

Licence