Research Data: Market Cap Weighting in Volatile Asset Classes

Pillay (2026) — Open datasets for replication and extension

This page provides open access to all datasets used in the paper. Select a dataset below to explore, filter, and download.

Datasets

Citation

Pillay, Keroshan, Against Market Cap Weighting in Volatile Asset Classes: A Signal-to-Noise Framework (March 22, 2026). Available at SSRN: https://ssrn.com/abstract=6571280