{"@context":{"@language":"en","@vocab":"https://schema.org/","citeAs":"cr:citeAs","column":"cr:column","conformsTo":"dct:conformsTo","cr":"http://mlcommons.org/croissant/","rai":"http://mlcommons.org/croissant/RAI/","data":{"@id":"cr:data","@type":"@json"},"dataType":{"@id":"cr:dataType","@type":"@vocab"},"dct":"http://purl.org/dc/terms/","examples":{"@id":"cr:examples","@type":"@json"},"extract":"cr:extract","field":"cr:field","fileProperty":"cr:fileProperty","fileObject":"cr:fileObject","fileSet":"cr:fileSet","format":"cr:format","includes":"cr:includes","isLiveDataset":"cr:isLiveDataset","jsonPath":"cr:jsonPath","key":"cr:key","md5":"cr:md5","parentField":"cr:parentField","path":"cr:path","recordSet":"cr:recordSet","references":"cr:references","regex":"cr:regex","repeated":"cr:repeated","replace":"cr:replace","sc":"https://schema.org/","separator":"cr:separator","source":"cr:source","subField":"cr:subField","transform":"cr:transform","wd":"https://www.wikidata.org/wiki/"},"@type":"sc:Dataset","conformsTo":"http://mlcommons.org/croissant/1.0","name":"Replication Data for: &quot;Common Idiosyncratic Quantile Factors and Asset Prices&quot;","url":"https://doi.org/10.7910/DVN/BMPGJX","creator":[{"@type":"Person","givenName":"Matej","familyName":"Nevrla","affiliation":{"@type":"Organization","name":"https://ror.org/04xs57h96"},"sameAs":"https://orcid.org/0000-0001-5609-1341","@id":"https://orcid.org/0000-0001-5609-1341","identifier":"https://orcid.org/0000-0001-5609-1341","name":"Nevrla, Matej"},{"@type":"Person","givenName":"Jozef","familyName":"Barunik","affiliation":{"@type":"Organization","name":"https://ror.org/024d6js02"},"sameAs":"https://orcid.org/0000-0001-5097-2607","@id":"https://orcid.org/0000-0001-5097-2607","identifier":"https://orcid.org/0000-0001-5097-2607","name":"Barunik, Jozef"}],"description":"Data and codes for \"Common Idiosyncratic Quantile Factors and Asset Prices\" by Jozef Barunik and Matej Nevrla, accepted for publication in JFQA on May 22, 2026.","keywords":["Business and Management"],"license":"http://creativecommons.org/publicdomain/zero/1.0","datePublished":"2026-06-04","dateModified":"2026-06-04","includedInDataCatalog":{"@type":"DataCatalog","name":"Harvard Dataverse","url":"https://dataverse.harvard.edu"},"publisher":{"@type":"Organization","name":"Harvard Dataverse"},"version":"1.0","citeAs":"@data{DVN/BMPGJX_2026,author = {Nevrla, Matej and Barunik, Jozef},publisher = {Harvard Dataverse},title = {Replication Data for: \"Common Idiosyncratic Quantile Factors and Asset Prices\"},year = {2026},url = {https://doi.org/10.7910/DVN/BMPGJX}}","distribution":[{"@type":"cr:FileObject","@id":"replication_code_jfqa_final.zip","name":"replication_code_jfqa_final.zip","encodingFormat":"application/zip","md5":"17eccc71cc25b12d065807506340adbb","contentSize":"106190834","description":"","contentUrl":"https://dataverse.harvard.edu/api/access/datafile/13986562"}]}