Asymmetric Impact of Fed Rate Cuts on Growth and Value Mutual Fund Performance: Supplementary Dataset and Replication Code

Materials/│├── FC_NoFFUNDS.csv├── FC_model.csv├── FC_data.csv├── Rf_daily.csv├── TB3MS.csv│├── 01_data_cleaning_template.R└── 02_analysis_from_FC_NoFFUNDS.R This repository contains the supplementary processed dataset and replication code for the manuscript: “Asymmetric Impact of Fed Rate Cuts on Growth and Value Mutual Fund Performance.” The archive provides full transparency and reproducibility of the empirical workflow while complying with data licensing constraints from commercial providers (e.g., Seeking Alpha, Nasdaq). The package includes the following: (1) Processed fund-level panel dataset (FC_NoFFUNDS.csv) The main dataset used for all empirical analyses. It includes: • Daily fund returns • Fund classifications (Growth, Value, Benchmark) • Event-window indicators for all rate-cut windows • Market returns and rolling market returns • Daily risk-free rate derived from FRED TB3MS • Rolling risk-adjusted measures: Jensen’s alpha, Sharpe ratio, volatility, beta, and related variables (2) Additional processed files (FC_model.csv, FC_data.csv) Filtered or intermediate datasets used during modeling and diagnostics. (3) Public data from FRED (TB3MS.csv) Used to construct the daily risk-free rate series (Rf_daily.csv). (4) Replication Scripts • 02_analysis_from_FC_NoFFUNDS.R Fully reproducible script that regenerates all figures, event windows, rolling metrics, AR/CAR measures, and regression results from the processed dataset. • 01_data_cleaning_template.R A transparent template that documents the full cleaning and variable construction workflow. This script cannot be executed without user- supplied raw price data due to licensing restrictions. Raw NAV and index price files from Seeking Alpha and Nasdaq are not included in this repository, as redistribution of those data is prohibited. However, the provided template allows any user with access to those platforms to reproduce the raw-to-processed pipeline. All results reported in the manuscript can be reproduced directly by loading the processed dataset (FC_NoFFUNDS.csv) and running the analysis script. These materials enable full replication of the empirical results presented in the paper.