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Part 1: Document Description
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Citation |
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Title: |
Replication Data for: "Common Idiosyncratic Quantile Factors and Asset Prices" |
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Identification Number: |
doi:10.7910/DVN/BMPGJX |
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Distributor: |
Harvard Dataverse |
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Date of Distribution: |
2026-06-04 |
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Version: |
1 |
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Bibliographic Citation: |
Nevrla, Matej; Barunik, Jozef, 2026, "Replication Data for: "Common Idiosyncratic Quantile Factors and Asset Prices"", https://doi.org/10.7910/DVN/BMPGJX, Harvard Dataverse, V1 |
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Citation |
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Title: |
Replication Data for: "Common Idiosyncratic Quantile Factors and Asset Prices" |
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Identification Number: |
doi:10.7910/DVN/BMPGJX |
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Authoring Entity: |
Nevrla, Matej (https://ror.org/04xs57h96) |
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Barunik, Jozef (https://ror.org/024d6js02) |
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Distributor: |
Harvard Dataverse |
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Access Authority: |
Nevrla, Matej |
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Depositor: |
Nevrla, Matej |
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Date of Deposit: |
2026-06-02 |
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Holdings Information: |
https://doi.org/10.7910/DVN/BMPGJX |
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Study Scope |
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Keywords: |
Business and Management |
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Abstract: |
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. |
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Methodology and Processing |
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Sources Statement |
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Data Access |
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Notes: |
<a href="http://creativecommons.org/publicdomain/zero/1.0">CC0 1.0</a> |
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Other Study Description Materials |
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Label: |
replication_code_jfqa_final.zip |
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Notes: |
application/zip |