Asset pricing factor data

0 papers in the last 7 days · 2 of its 5 datasets mentioned

Published factor returns and anomaly portfolios used as benchmarks.

Key findings

Datasets in the category “Asset pricing factor data” were mentioned in 7 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #40 of the 58 data categories mentioned.
The most-mentioned were Kenneth French Data Library (5) and Hou-Xue-Zhang q-factors (2).
By journal category: Finance (6) and Accounting (1).
Most of them appeared in International Review of Economics & Finance (2), Financial markets and portfolio management (1) and Journal of Contemporary Accounting & Economics (1).

Datasets

Datasets in this category · 2026-09-27 – 2026-10-26 (30 days)
Dataset	Papers	Names searched for
Kenneth French Data Library	5	Kenneth French, Ken French, French data library, French's data library, French's website
Hou-Xue-Zhang q-factors	2	q-factor, q5 factor, Hou, Xue, and Zhang, Hou, Xue and Zhang
AQR factors	0	AQR
Global Factor Data (JKP)	0	Global Factor Data, JKP factors
Open Source Asset Pricing	0	Open Source Asset Pricing, Chen and Zimmermann

Papers mentioning these datasets, newest first.
Date	Title	Journal	Authors	Affiliations	Datasets mentioned
2026-10-13	Implied temperature rise metrics: a compass without direction?	Financial markets and portfolio management	Manuel C. Kathan, Moritz Reisser, Sebastian Utz	University of Augsburg; University of St.Gallen; Center for Climate and Resilience Research; …	Kenneth French Data Library
2026-10-06	Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagation	International Review of Economics & Finance	Md Tanvir Hasan	University of Dhaka; University of Glasgow	Kenneth French Data Library
2026-10-03	Current expected credit loss (CECL) and discretionary loan loss provision	Journal of Contemporary Accounting & Economics	Suyi Liu, Justin Jin, S. M. Khalid Nainar et al.	Xi’an Jiaotong-Liverpool University; McMaster University	Hou-Xue-Zhang q-factors
2026-10-01	Dynamic factor loadings and portfolio return prediction: Evidence from deep sequence models	International Review of Economics & Finance	Viktor Manahov, Zihao Hou, Dimitrios Stafylas		Kenneth French Data Library
2026-09-30	Oil prices and the pricing of green equity ETFs: Evidence on greenium dynamics	The Journal of Finance and Data Science	José Alejandro Fernández Fernández, Miguel Ángel Casquet, Sonia Quiroga	Universidad Complutense de Madrid	Kenneth French Data Library
2026-09-29	Do trade secrets predict returns? Evidence from the Inevitable Disclosure Doctrine	Research in International Business and Finance	Di Luo, Rongbing Xiao	University of Dundee; Sun Yat-sen University	Hou-Xue-Zhang q-factors
2026-09-28	Capital asset pricing model with size factor and normalizing by volatility index	Annals of Finance	Abraham Atsiwo, Andrey Sarantsev	University of Nevada, Reno	Kenneth French Data Library