About
U.S. Asset Characteristics Data collects replication code, documentation, and update notes for asset-level characteristics used in empirical asset pricing research.
The current release covers U.S. equity characteristics. Corporate bond data is reserved as the next dataset family, so the site is organized around datasets rather than around one repository.
Current data release
| Release ID | Dataset | Data link |
|---|---|---|
| 2026-04 | Equity Characteristics | Available upon request |
| 2024-12 | Corporate Bond Data | Available upon request |
Long-short portfolio performance
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