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.
Journal-Hosted Collections¶
| Journal | Collection |
|---|---|
| Journal of Financial Economics (JFE) | Replication code and data for empirical JFE articles. For papers accepted on or after 7/1/2021 but submitted before that date, data and code are linked from the ScienceDirect entry where available (with some exceptions listed on the site). Newer submissions are deposited on Mendeley Data. |
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.