Replication Data for: "Common Idiosyncratic Quantile Factors and Asset Prices"doi:10.7910/DVN/BMPGJXHarvard Dataverse2026-06-041Nevrla, Matej; Barunik, Jozef, 2026, "Replication Data for: "Common Idiosyncratic Quantile Factors and Asset Prices"", https://doi.org/10.7910/DVN/BMPGJX, Harvard Dataverse, V1Replication Data for: "Common Idiosyncratic Quantile Factors and Asset Prices"doi:10.7910/DVN/BMPGJXNevrla, MatejBarunik, JozefHarvard DataverseNevrla, MatejNevrla, Matej2026-06-02Business and ManagementData 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.<a href="http://creativecommons.org/publicdomain/zero/1.0">CC0 1.0</a>replication_code_jfqa_final.zipapplication/zip