First public snapshot of CrossSectionCN.
This release publishes the initial registry of cross-sectional return predictors rebuilt against China A-share data, following the documentation discipline of OpenSourceAP/CrossSection (Chen and Zimmermann, 2022). The site is at https://yanpgwang.github.io/CrossSectionCN/.
Contents
- 21 supported predictors across 11 families (Value, Momentum, Reversal, Profitability, Investment, Liquidity, Risk, Earnings Quality, Leverage, Shareholder Yield, Size).
- Each factor carries a definition, expected return direction, literature attribution, formula, and a record of known data limitations.
- Long-short return series, leaderboard, family rollups, and a return heatmap published as a static site.
Notes
- This is a research preview. None of the original U.S.-market results are republished; every predictor is rebuilt under China-specific timing, disclosure, and listing-board constraints.
- Subsequent releases will add factors, refine the panel, and extend documentation.