Factor returns of Lian, X. and C. Shi (2021)

• Source: A composite four-factor model in China.
• Periods: 2000/01/01 to 2023/12/31
• Download link 1 (factors constructed according to academic procedure)
• Download link 2 (factors constructed according to industrial practice)

Factor returns for Common Factor Models

• Source: BetaPlus®
• Market: Chinese A-share
• Periods: 2000/01/01 to 2026/03/31
• Download link