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Data · dataset · 2026

Raw Data of Factor Interaction Structure in the Chinese A-Share Market: A Study Based on AP-Tree

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Description

All data in this dataset are sourced from the RESSET Financial Research Database (resset.cn), covering monthly stock trading data, risk‑free rates, three‑factor returns, and annual corporate financial statement data for the Chinese A‑share market from January 1995 to December 2025. The data are used solely for the purpose of replicating the study “Factor Interaction Structure in the Chinese A‑Share Market: A Study Based on AP‑Tree”.

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Catalogue records · 1

Topics

Inferred from text
Econometrics 74%
Provenance · 1 source records, 12 field assertions
SourceKeyLast seenRaw
ScienceDB10.57760/sciencedb.3596112 d agoJSON v1
FieldAssertionExtractorEvidence
access_levelsource · scidb cnconnector:scidb_cn@1.0.0
concepts[field].anzsrc:group:3802enrichment · scidb cntaxonomy-embedding@1.0.0title+keywords+description (74%)
concepts[field].local:field:earth-environmentalmapping · scidb cnconnector:scidb_cn@1.0.0
concepts[field].local:field:economics-financemapping · scidb cnconnector:scidb_cn@1.0.0
concepts[field].local:field:engineeringmapping · scidb cnconnector:scidb_cn@1.0.0
concepts[field].local:field:humanitiesmapping · scidb cnconnector:scidb_cn@1.0.0
concepts[field].local:field:life-sciencesmapping · scidb cnconnector:scidb_cn@1.0.0
concepts[field].local:field:social-sciencemapping · scidb cnconnector:scidb_cn@1.0.0
descriptionsource · scidb cnconnector:scidb_cn@1.0.0/metadata/dc/description
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