We provide links to widely used datasets to help researchers locate relevant data for their empirical studies. Search by topic or keywords. If you would like to add a link to a dataset in the Data Depot, please fill out the following form: Four Corners' Data Depot Contribution. Our team reviews submissions regularly to ensure quality and updates the Data Depot with submissions once they are approved.
Fama-French Factors and Portfolios
The Fama-French factors are commonly used to risk adjust returns. Data comes from Kenneth French's website.
Speculation Sentiment Index
The Speculation Sentiment Index (SSI) is a proxy for market-wide, uninformed, gambling-like demand measured from Leveraged ETF flows. SSI is used in "Speculation Sentiment" by Shaun William Davies and published at the Journal of Financial and Quantitative Analysis.