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”.