OpenSourceAP/CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

1 good first / help-wanted issue · Python · last activity Sep 13, 2025

872 stars 250 forks 872 watchers Python GNU General Public License v2.0

asset-pricing finance quantitative-finance reproducible-research stocks

1 Open Issue Need Help Last updated: Sep 13, 2025

Open Issues Need Help

enhancement help wanted crsp-v2

872

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

Python

#asset-pricing#finance#quantitative-finance#reproducible-research#stocks