Broad, long-term financial and economic datasets are a scarce resource, in particular in the European context. In this paper, we present an approach for an extensible, i.e. adaptable to future changes in technologies and sources, data model that may constitute a basis for digitized and...

We provide data and code that successfully reproduces nearly all crosssectional stock return predictors. Our 319 characteristics draw from previous meta-studies, but we differ by comparing our t-stats to the original papers' results. For the 161 characteristics that were clearly significant in...

We provide data and code that successfully reproduces nearly all cross-sectional stock return predictors. Unlike most metastudies, we carefully examine the original papers to determine whether our predictability tests should produce t-stats above 1.96. For the 180 predictors that were clearly...

We provide data and code that successfully reproduces nearly all crosssectional stock return predictors. Unlike most metastudies, we carefully examine the original papers to determine whether our predictability tests should produce t-stats above 1.96. For the 180 predictors that were clearly...

Daten und ihre ökonomischen Auswirkungen durchdringen alle Bereiche der Wirtschaft. Die sogenannte Datenökonomie ist kein neuer Wirtschaftszweig, sondern eher eine ständige Herausforderung für alle Unternehmen, im Rahmen einer neuen Dimension der Wertschöpfung wettbewerbsfähig und...

Durable identification and access to datasets, especially to research datasets, become increasingly important. This is mainly driven by the explosive dataset growth in the current age. Although the Internet was originally founded as a large-scale end-to-end communication platform, in the current...