Data and Code

Available data at BIGFI

Databases available

Statistics Denmark

Danmarks Nationalbank
Collaboration with Danmarks Nationalbank via Steffen Andersen

Data and code developed by BIGFI

Is There a Replication Crisis in Finance?, Theis Ingerslev Jensen, Bryan Kelly, and Lasse Heje Pedersen

• Updated global factor returns available using an easy drop-down menu
• The underlying stock returns and characteristics, replication code, documentation, and more