Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
active 2024-01-17 → 2026-06-05 (UTC)
Activity over time
Daily event counts in the loaded window
Line chart, 871 days from 2024-01-17 to 2026-06-05. Pushes: 117 total, peak 5 in a day. Pull requests: 21 total, peak 4 in a day. Issues: 36 total, peak 3 in a day. Comments: 31 total, peak 2 in a day. Stars: 248 total, peak 9 in a day.
- Pushes
- Pull requests
- Issues
- Comments
- Stars
Stars, PRs, issues and forks are under-captured in the later part of this window. GH Archive progressively stopped capturing non-push events during 2026 — −95% or worse by the end of the window. Every series here except Pushes fades for that reason, so a decline above reflects the archive, not this repository. Pushes stay reliable throughout, so read them, and the contributor counts derived from them, as the real signal. Data health has the measurements.
Top contributors
Pushes, PRs, issues, reviews and comments — stars and forks excluded, so this is contribution rather than popularity
| Contributor | Contributions | Pushes | PRs | Comments |
|---|---|---|---|---|
| chenandrewy | 169 | 106 | 17 | 24 |
| tomz23 | 17 | 5 | 4 | 3 |
| idreesm18 | 6 | 6 | 0 | 0 |
| OpenSourceAP | 4 | 0 | 0 | 2 |
| SeongDeokKo | 2 | 0 | 0 | 1 |
| melone11 | 1 | 0 | 0 | 0 |
| yandi-zhu | 1 | 0 | 0 | 0 |
| assetpricer | 1 | 0 | 0 | 1 |
| Beliavsky | 1 | 0 | 0 | 0 |
| gliedtke-at-ub | 1 | 0 | 0 | 0 |
| Lavender-xlz | 1 | 0 | 0 | 0 |
| masadali797 | 1 | 0 | 0 | 0 |
Recent activity
Latest issues, pull requests and releases
- Issue comment#205chenandrewy2025-12-11 01:35High52
- Issue#205gliedtke-at-ub2025-12-10 14:14High52
- Releasetomz232025-10-22 07:29Annual Improvements
- Issue comment#191chenandrewy2025-10-20 02:30Improve signal documentation accessibility
- Pull request#201chenandrewy2025-10-19 20:27
- Pull request#200chenandrewy2025-10-18 12:33
- Issue comment#199chenandrewy2025-10-17 03:52Placebos Translation Finalized. Repo is liberated from Stata.
- Issue comment#174chenandrewy2025-10-07 15:15Liberate this repo from Stata
- Issue#150chenandrewy2025-10-07 15:13Use CRSP-IBES linkfile directly
- Issue#178chenandrewy2025-10-07 15:07Recomm_ShortInterest.do fill with last non-missing bug
- Issue comment#169chenandrewy2025-10-07 15:06Check new short interest data
- Pull request#194chenandrewy2025-10-03 19:58
- Pull request#193chenandrewy2025-09-30 14:39
- Pull request#192chenandrewy2025-09-16 20:25
- Issue#191chenandrewy2025-09-16 19:39Improve signal documentation accessibility
- Pull request#190chenandrewy2025-09-13 01:40
- Issue#178chenandrewy2025-09-13 01:03Recomm_ShortInterest.do fill with last non-missing bug
- Issue#172chenandrewy2025-09-12 13:45Use OptionMetrics CRSP Linkfile directly
- Pull request#189chenandrewy2025-09-12 13:45
- Issue comment#172chenandrewy2025-09-12 13:44Use OptionMetrics CRSP Linkfile directly
- Pull request#188chenandrewy2025-09-11 18:49
- Pull request#188chenandrewy2025-09-11 18:49
- Pull request#187chenandrewy2025-09-06 02:05
- Pull request#187chenandrewy2025-09-06 02:05
- Issue comment#167chenandrewy2025-09-05 16:40Aggregating across permnos within a permco
Totals cover only the window loaded into ClickHouse and count events, not GitHub's lifetime totals — 248 stars here means stars gained during the window, not the repo's star count.