---
title: "Asset pricing factor data datasets"
description: "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."
url: https://scholar4ai.com/datasets/asset-pricing-factor-data
markdown_url: https://scholar4ai.com/datasets/asset-pricing-factor-data.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T18:01:08+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Asset pricing factor data

Published factor returns and anomaly portfolios used as benchmarks.

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

Back to the ranking: https://scholar4ai.com/rankings/datasets.md

## 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 | Last 7 days | Names searched for |
|---|---:|---:|---|
| Kenneth French Data Library | 5 | 0 | Kenneth French, Ken French, French data library, French's data library, French's website |
| Hou-Xue-Zhang q-factors | 2 | 0 | q-factor, q5 factor, Hou, Xue, and Zhang, Hou, Xue and Zhang |
| AQR factors | 0 | 0 | AQR |
| Global Factor Data (JKP) | 0 | 0 | Global Factor Data, JKP factors |
| Open Source Asset Pricing | 0 | 0 | Open Source Asset Pricing, Chen and Zimmermann |

## Papers

*Papers mentioning these datasets, newest first.*

| Date | Title | Journal | Authors | Affiliations | Datasets mentioned |
|---|---|---|---|---|---|
| 2026-10-13 | [Implied temperature rise metrics: a compass without direction?](https://doi.org/10.1007/s11408-026-00502-2) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | 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](https://doi.org/10.1016/j.iref.2026.105946) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 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](https://doi.org/10.1016/j.jcae.2026.100600) | [Journal of Contemporary Accounting & Economics](https://scholar4ai.com/journals/journal-of-contemporary-accounting-economics.md) | 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](https://doi.org/10.1016/j.iref.2026.105909) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | 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](https://doi.org/10.1016/j.jfds.2026.100206) | [The Journal of Finance and Data Science](https://scholar4ai.com/journals/the-journal-of-finance-and-data-science.md) | 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](https://doi.org/10.1016/j.ribaf.2026.103637) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | 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](https://doi.org/10.1007/s10436-026-00492-1) | [Annals of Finance](https://scholar4ai.com/journals/annals-of-finance.md) | Abraham Atsiwo, Andrey Sarantsev | University of Nevada, Reno | Kenneth French Data Library |

## Cite this page

Scholar4AI. (2026). Asset pricing factor data. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/datasets/asset-pricing-factor-data

```bibtex
@misc{scholar4ai-datasets-asset-pricing-factor-data,
  author = {{Scholar4AI}},
  title = {Asset pricing factor data},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/datasets/asset-pricing-factor-data}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).