I found that the link sharing of the raw data you mentioned in the directory \replication-JFE\README-replication.md is not valid.
Also I have tried to access the WRDS database to get the data, but it still feels quite different from the dataset you gave to build the P-Tree, and I don't know how to further preprocess the data.
I wonder if you can share a new link that is guaranteed to be used for academic purposes only!
I found that the link sharing of the raw data you mentioned in the directory \replication-JFE\README-replication.md is not valid.
Also I have tried to access the WRDS database to get the data, but it still feels quite different from the dataset you gave to build the P-Tree, and I don't know how to further preprocess the data.
I wonder if you can share a new link that is guaranteed to be used for academic purposes only!