top of page


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.

Data Depot: Collections

Aggregate Short Interest Index

Aggregate short interest is a strong predictor of aggregate stock returns as shown in Rapach, Ringgenberg, and Zhou (2016).

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.

No Results Found

bottom of page