Takeover factor time series data from Easterwood, Netter, Paye and Stegemoller (JFQA, 2024)

1. Monthly takeover factor time series data
2. Monthly takeover factor data (2023 update)
3. Daily takeover factor time series data
4. Daily takeover factor (2023 update)
5. Takeover characteristic data
6. Takeover characteristic (2023 update)

Historical high-frequency Dow Jones price data from Johnson, Medeiros, and Paye (JFM, 2022)

1. Historical Dow Jones 5-minute price series (1933-2019)
2. README file describing 5-minute data

Raw Data from Paye and Timmermann (JEMF, 2006 )

1. GitHub repository containing data and some limited replication codes