Data for the notebooks

[janspoerer]

Thank you for providing the code here for free!

I read the paper (Empirical Asset Pricing via Machine Learning, Gu et al.,2020) and would like to experiment with your code. I'm a Ph.D. student in the field of natural language processing (NLP), and would like to write a paper about how to incorporate NLP data into the Gu et al. (2020) methods.

Would it be possible to share the code? That would be very helpful. Thank you.