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

By Hairu Fan and Min Shu · as credited by the source

Published 2025-11-26

Deposited on Zenodo doi:10.5281/zenodo.17718728 licence cc-by-4.0 8 files, 23.3 MB
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About this dataset

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) Processe …

Federal Reserve, interest rate cuts, monetary policy, mutual funds, growth and value, event study, financial econometrics, Jensen's alpha, Sharpe ratio, rolling window analysis, asset pricing

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Cite

@dataset{fan2025,
  title     = {Asymmetric Impact of Fed Rate Cuts on Growth and Value Mutual Fund Performance: Supplementary Dataset and Replication Code},
  author    = {Fan, Hairu and Shu, Min},
  year      = {2025},
  publisher = {Zenodo},
  doi       = {10.5281/zenodo.17718728},
  url       = {https://doi.org/10.5281/zenodo.17718728}
}

Research that uses it

No published research on E2ER uses this dataset yet.

Description

Data model
Discipline
FinanceEconomics
Method family
Empirical (quantitative)Replication
Design
Event study
Research stage
Data acquisition
Contributors
Hairu Fan (Data curation); Min Shu (Data curation)
Usage
not used in published research yet
Source
Zenodo
Record
dataset:zenodo/17718728 · JSON

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