Taking Sides on Return Predictability, Data and Code

Published: 18 August 2025| Version 1 | DOI: 10.17632/yd27rrzz48.1
Contributors:
R. David McLean, Jeffrey Pontiff, Christopher Reilly

Description

Data and code for the Journal of Financial Economics publication, "Taking Sides on Return Predictability," by McLean, Pontiff, and Reilly.

Files

Steps to reproduce

The included data is pseudo data. The README file provides details.

Categories

Finance

Licence