Replication data for: Portfolio Overlap and the Hidden Fragility of Mutual Funds

Data for the replication package, split into 16 parts. Rejoin: (Windows) copy /b frost_data_full.zip.part* frost_data_full.zip | (macOS/Linux) cat frost_data_full.zip.part* > frost_data_full.zip. Then unzip into ./data/ of the code repository. Only processed/ and meta/ are required to rebuild results; raw/ and interim/ are included for completeness.