Data

Global Factor Returns 

Description: Returns of 153 equity factors in 93 countries 

From: Is There a Replication Crisis in Finance (2023, Journal of Finance) 

Data: https://jkpfactors.com/ 

Code: https://github.com/bkelly-lab/ReplicationCrisis

Global Stock Returns and Characteristics

Description: Stock-level return and characteristics from 93 countries

From: Is There a Replication Crisis in Finance (2023, Journal of Finance) 

Data: https://wrds-www.wharton.upenn.edu/pages/get-data/contributed-data-forms/global-factor-data/ 

Code: https://github.com/bkelly-lab/ReplicationCrisis 

Global Implied Cost of Capital Estimates

Description: Implied cost of capital estimates from all countries with I/B/E/S data

From: In Search of the True Greenium 

Data: https://www.dropbox.com/scl/fo/j10kaoqlxe4vc1exw2efa/h?rlkey=coqucul5f6uuhrgy259v18v6n&dl=0 

Code: https://github.com/theisij/implied-cost-of-capital/tree/main