sstoeckl/opencryptoassetpricing download history
sstoeckl/opencryptoassetpricing is a tabular regression dataset on the Hugging Face Hub. In the last 30 days it was downloaded 307 times (104 in the last 7 days), and 1,161 times in total. It ranks #48,219 among datasets by monthly downloads.
Open Crypto Asset Pricing Cryptocurrency risk factors (CMKT, CSMB, CMOM) constructed following Liu, Tsyvinski & Wu (2022), "Common Risk Factors in Cryptocurrency," Journal of Finance, 77(2), 1133-1177. Website: sstoeckl.github.io/crypto_data Author: Sebastian Stoeckl, Professor of Financi