The Evolving Causal Structure of Equity Risk Factors

The dataset used in the paper is a collection of 11 risk factors concerning the US equity market, spanning 29 years at daily frequency.

Data and Resources

Cite this as

Gabriele D’Acunto, Francesco Bonchi, Paolo Bajardi, Gianmarco De Francisci Morales (2024). Dataset: The Evolving Causal Structure of Equity Risk Factors. https://doi.org/10.57702/z7b5eo9e

DOI retrieved: December 16, 2024

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.1145/3490354.3494370
Author Gabriele D’Acunto
More Authors
Francesco Bonchi
Paolo Bajardi
Gianmarco De Francisci Morales
Homepage https://doi.org/10.1145/3490354.3494370