jihwanw/industry-beta-shape: v1.0 — Initial release
Abstract
Replication code for "The Shape of Beta: Industry Factor Structure and Crisis Risk Premium" (Woo & Kim, 2026). Includes: WRDS data download script (CRSP, FF5, Audit Analytics) Full experiment code reproducing Tables 1-12 Figure generation for all 9 figures JSON results files for verification Requires a WRDS account to download raw data.
Fields of Study & Subjects
Financial Markets and Investment Strategies
Financial Risk and Volatility Modeling
Financial Analysis and Corporate Governance
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 5 March 2026
- Language
- EN