Global Factor Data
Global Factor Data
Global Factor Data
Global Factor Data

Monthly stock-level characteristics data can be downloaded from WRDS.

Below is the list of 153 Characteristics in “Is There a Replication Crisis in Finance?” Journal of Finance (2023)
Click on the name(s) to see performance of the corresponding monthly capped value weighted factor(s) in US over time.
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Accruals
Debt Issuance
Investment