Journal Replication Packages¶
Many top finance journals now require authors to deposit replication code and data in a public repository as a condition of publication. The Harvard Dataverse hosts official journal collections for several leading finance journals. All datasets are freely accessible — no registration required to download.
Harvard Dataverse — Journal Collections¶
| Journal | Collection |
|---|---|
| Journal of Financial and Quantitative Analysis (JFQA) | Replication code and data for all empirical JFQA articles. Mandatory deposit since the journal adopted its code-sharing policy. |
| Financial Management (FMA) | Replication code and data for articles published in Financial Management, the journal of the Financial Management Association International. |
| Review of Asset Pricing Studies (RAPS) | Replication code and data for all RAPS articles. Published by Oxford University Press on behalf of the Society for Financial Studies. |
| Review of Corporate Finance Studies (RCFS) | Replication code and data for all RCFS articles. Published by Oxford University Press on behalf of the Society for Financial Studies. |
| Review of Financial Studies (RFS) | Replication code and data for all RFS articles. Published by Oxford University Press on behalf of the Society for Financial Studies. |
Tip
Each dataset entry on Harvard Dataverse lists the associated paper, authors, and a README describing data sources, variable definitions, and how to run the replication code.
See also: Asset Pricing for pre-compiled factor data (JKP, Open Source Asset Pricing) | Data Collections for general-purpose data repositories.