Data: Factor models for Chinese A-shares

DOI

This file contains the monthly returns of the Chinese A-share equity factor series (2000-2019) used in Hanauer, Jansen, Swinkels, Zhou (2022).

This entry is a two-file data package totaling 257.7 KB, containing files in .pdf and .ods formats.If you use this dataset, please cite: Swinkels, Laurens (2022). Data: Factor models for Chinese A-shares. Erasmus University Rotterdam (EUR). Dataset. https://doi.org/10.25397/eur.18817850

Identifier
DOI https://doi.org/10.34894/8WW5GC
Metadata Access https://dataverse.nl/oai?verb=GetRecord&metadataPrefix=oai_datacite&identifier=doi:10.34894/8WW5GC
Provenance
Creator Swinkels, Laurens ORCID logo
Publisher DataverseNL
Contributor Swinkels, Laurens
Publication Year 2025
Rights CC-BY-4.0; info:eu-repo/semantics/openAccess; http://creativecommons.org/licenses/by/4.0
OpenAccess true
Contact Swinkels, Laurens (Erasmus School of Economics <https://ror.org/057w15z03>)
Representation
Resource Type Dataset
Format application/pdf; application/vnd.oasis.opendocument.spreadsheet
Size 118057; 137668
Version 1.0
Discipline Other