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Open Source Asset Pricing

By Andrew Y. Chen and Tom Zimmermann

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Andrew Y. Chen
Tom Zimmermann

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To download data, head to the Data tab, left click to open in a new tab (Google Drive links, may need to click the download button)

The views expressed herein are those of the authors and do not necessarily reflect the position of the Board of Governors of the Federal Reserve or the Federal ReserveSystem.

This project has received support from the Deutsche Forschungsgemeinschaft (DFG) under Germany’s Excellence Strategy EXC2126/139083886.

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