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jfqa-replication-and-data-policy

Use when building the code and data archive required by the Journal of Financial and Quantitative Analysis (JFQA) Code Sharing Policy — source code reproducing all findings, raw or pseudo datasets, and a read-me with an execution roadmap, deposited in the JFQA Dataverse at the Harvard University Dataverse. Use to prepare the mandatory archive for accepted post-2024 submissions and to request any exception at initial submission.

Journal-of-Financial-and-Quantitative-Analysis-Skills/skills/jfqa-replication-and-data-policy/SKILL.md

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# JFQA Replication & Data Policy (jfqa-replication-and-data-policy)

Use this skill to satisfy the **JFQA Code Sharing Policy**. It is **mandatory** for submissions made **on or after January 1, 2024** if the paper is accepted (voluntary for earlier submissions). Materials are posted **at acceptance, before online publication**. Re-verify the live policy before final packaging.

## What you must deposit

1. **Source code** that reproduces **all reported findings from the raw data** — every table and figure.
2. **The raw datasets**, OR — if restricted by copyright/confidentiality (common with CRSP, Compustat, TAQ, etc.) — a **pseudo dataset** with enough observations that all programs **execute successfully**.
3. A **"read me" file** documenting the software, languages, and data formats, plus a **roadmap of the program execution order** when there are multiple programs.

## Where it goes

- Archived in the **JFQA Dataverse**, hosted at the **Harvard University Dataverse**, as supplemental materials.
- Code is licensed for **academic research only**; users must **acknowledge the code's origin**.
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