Data and additional results for Müller, Schmickler (2021)

  • Available on the project website

  • Monthly stock returns and performance metrics for all possible double-sort trading strategies constructed from 102 stock market anomalies

  • Returns and performance metrics for the double-sort-based out-of-sample trading strategy

Easy-to-use database containing all information from the BTC blockchain & more

  • A block-level dataset containing the time, name of the miner if it is a mining pool, difficulty, size, and revenue

  • A transaction-level dataset containing the total amount sent, change (estimated), and fee (>400 million observations)

  • An input- and an output-level dataset containing sender/receiver IDs (i.e. I cluster addresses to IDs) and input/output values

  • A dataset that maps IDs into real entities (e.g., mining pools, exchanges, and gambling sites)

  • Contact me if you are interested in collaborating