Raw Data of Factor Interaction Structure in the Chinese A-Share Market: A Study Based on AP-Tree

All data in this dataset are sourced from the RESSET Financial Research Database (http://www.resset.cn), covering monthly stock trading data, risk‑free rates, three‑factor returns, and annual corporate financial statement data for the Chinese A‑share market from January 1995 to December 2025. The data are used solely for the purpose of replicating the study “Factor Interaction Structure in the Chinese A‑Share Market: A Study Based on AP‑Tree”.

本数据集所有数据均取自RESSET金融研究数据库（RESSET Financial Research Database，http://www.resset.cn），涵盖1995年1月至2025年12月中国A股市场的月度股票交易数据、无风险收益率、三因子收益率与年度公司财务报表数据。本数据集仅用于复现研究论文《中国A股市场因子交互结构：基于AP-Tree的研究》（"Factor Interaction Structure in the Chinese A‑Share Market: A Study Based on AP‑Tree"）。