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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!
- The stock-return-characteristics data are from WRDS (CRSP, COMPUSTAT, and IBES). The replicator should be subscribed to these dataset. Link to raw data: https://www.dropbox.com/scl/fo/aw97m016khgk5ipyvaf5h/ADPOosy0ozN4PmfQztSSPKY?rlkey=107mrwxjb8g0iwbnvtxz0yjlw&st=w1pqxpo9&dl=0
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