# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "OpenSourceAP.DownloadR" in publications use:' type: software license: MIT title: 'OpenSourceAP.DownloadR: Download Open Source Asset Pricing (OpenAP) Data Directly' version: 0.1.0 identifiers: - type: doi value: 10.32614/CRAN.package.OpenSourceAP.DownloadR abstract: Convenient download functions enabling access Open Source Asset Pricing (OpenAP) data. This package enables users to download predictor portfolio returns (over 200 cross-sectional predictors with multiple portfolio construction methods) and firm characteristics (over 200 characteristics replicated from the academic asset pricing literature). Center for Research in Security Prices (CRSP)-based variables such as Price, Size, and Short-term Reversal can be downloaded with a Wharton Research Data Services (WRDS, ) subscription. For a full list of what is available, see . authors: - family-names: Zimmermann given-names: Tom email: tom.zimmermann@uni-koeln.de orcid: https://orcid.org/0000-0002-0368-5303 preferred-citation: type: article title: Open Source Cross-Sectional Asset Pricing authors: - family-names: Chen given-names: Andrew Y. - family-names: Zimmermann given-names: Tom email: tom.zimmermann@uni-koeln.de orcid: https://orcid.org/0000-0002-0368-5303 journal: Critical Finance Review year: '2022' volume: '27' issue: '2' start: '207' end: '264' repository: https://opensourceap.r-universe.dev commit: 9346375e53dc629b465014829c621920ff5c98a9 date-released: '2026-01-17' contact: - family-names: Zimmermann given-names: Tom email: tom.zimmermann@uni-koeln.de orcid: https://orcid.org/0000-0002-0368-5303