Global Factor Data
Global Factor Data
Global Factor Data
Global Factor Data

This website is based on the article “Is There a Replication Crisis in Finance?” (Jensen, Kelly, and Pedersen, Journal of Finance 2023). This paper constructs 153 characteristics/factors clustered into 13 themes (see cluster diagram here ) in 93 countries. This website provides access to the data and a number of other resources. Please site our paper if you are using this data. You can access the BibTex here.Copied! @article{JensenKellyPedersen2023,
        author = {Jensen, Theis Ingerslev and Kelly, Bryan and Pedersen, Lasse Heje},
        title = {Is There a Replication Crisis in Finance?},
        journal = {The Journal of Finance},
        volume = {78},
        number = {5},
        pages = {246-2518},
        year = {2023}
}

Authors

Yale, AQR Capital, and NBER

Copenhagen Business School and AQR Capital

News

The content of this website is updated regularly as new data becomes available. The latest update includes data through December 2024.

Community

Missing Your Favorite Factor?

We're always looking to expand our factor library. Whether you're a researcher with a paper reference or a developer ready to contribute code, we'd love to hear from you.

For researchers: Request a factor: tell us the paper and we'll add it when we can

For developers: Contribute Python code following the JKP format

View Contributing Guide