Description: Returns of 153 equity factors in 93 countries
From: Is There a Replication Crisis in Finance (2023, Journal of Finance)
Data: https://jkpfactors.com/
Code: https://github.com/bkelly-lab/ReplicationCrisis
Description: Stock-level return and characteristics from 93 countries
From: Is There a Replication Crisis in Finance (2023, Journal of Finance)
Data: https://wrds-www.wharton.upenn.edu/pages/get-data/contributed-data-forms/global-factor-data/
Code: https://github.com/bkelly-lab/ReplicationCrisis
Description: Implied cost of capital estimates from all countries with I/B/E/S data
From: In Search of the True Greenium
Data: https://www.dropbox.com/scl/fo/j10kaoqlxe4vc1exw2efa/h?rlkey=coqucul5f6uuhrgy259v18v6n&dl=0