We plan to warehouse datasets that required the BigFI-members considerable effort to prepare for analysis in connection to their research. By making these datasets available, we aim to save others from extensive data preparation, enabling them to start their analysis more quickly.
- Link to the first part of the data, that was generated for the paper, Is There a Replication Crisis in Finance? by Jensen, Kelly and Pedersen (2023) can now be found at WRDS. A guide on how to download these data can be found here.