Research data for "Exploiting Factor Redundancy: A Bayesian Posterior-Neighborhood Framework for Asset Pricing"

This data-only archive supports the manuscript "Exploiting Factor Redundancy: A Bayesian Posterior-Neighborhood Framework for Asset Pricing". It contains public input data from Open Source Asset Pricing and Kenneth R. French's Data Library, author-produced row-level prediction records, benchmark coverage audits, robustness tables, ablation outputs, and supplementary diagnostics. The archive intentionally excludes source code, scripts, manuscript files, figures, and journal-submission administration files. The Open Source Asset Pricing factor-return data are associated with Chen and Zimmermann (2022), DOI: 10.1561/104.00000112. The Kenneth R. French portfolio and risk-free-rate data are cited through Kenneth R. French's Data Library; the standard associated Fama-French reference is Fama and French (1993), DOI: 10.1016/0304-405X(93)90023-5. Third-party public source data are included for review and replication convenience. Reuse remains subject to the original providers' terms and citation requirements.