2026-10-15T13:20:38Z https://data.mendeley.com/oai

oai:data.mendeley.com/ghgtbxtpd7.1 2026-07-08T17:01:18Z

Quaini, Alberto Replication package for "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models" Mendeley Data This dataset contains the replication package for "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models" by Svetlana Bryzgalova, Alberto Quaini, Fabio Trojani, and Ming Yuan, forthcoming in the Journal of Financial Economics. The package is organized as the R package reproduceTFRP. It contains the data, R code, documentation, generated intermediate results, and figures required to reproduce the empirical results in the paper. Instructions are provided in README.md. File description: ZIP archive containing the complete reproduceTFRP replication package, including README.md, R package source files, raw and processed data, empirical scripts, generated results, and generated figures. Asset Pricing Factor Model Dataset doi:10.17632/ghgtbxtpd7.1 oai:data.mendeley.com/ghgtbxtpd7.1 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://data.mendeley.com/datasets/ghgtbxtpd7 2026-07-08T17:01:18Z