The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

If you use the data, please cite our paper:

Chen A, Zimmermann T (2022). “Open Source Cross-Sectional Asset Pricing.” Critical Finance Review, 27(2), 207–264.

Corresponding BibTeX entry: 

  @Article{,
    title = {Open Source Cross-Sectional Asset Pricing},
    author = {Andrew Y. Chen and Tom Zimmermann},
    journal = {Critical Finance Review},
    year = {2022},
    volume = {27},
    number = {2},
    pages = {207--264},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.