This is the old data page for the research paper Corporate Bond Factors: Replication Failures and a New Framework.
To be able to share our data more widely, we have moved it to WRDS.
Bond-level data: wrds-www.wharton.upenn.edu/pages/get-data/contributed-data-forms/corporate-bond-factors-bonds/
Firm-level data: wrds-www.wharton.upenn.edu/pages/get-data/contributed-data-forms/corporate-bond-factors-firms/
Github with replication code: github.com/Cstolborg/corp-bond-data