Description Usage Format Source
A dataset with 329 observations of five factors from North America and Europe.
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A data frame with 329 rows and 12 columns
Excess market return in North America
Size factor in North America
Value factor in North America
Profitability factor in North America
Investment factor in North America
Return on a portofio of stocks with small market cap and low B/M ratio in North America
Excess market return in Europe
Size factor in Europe
Value factor in Europe
Profitability factor in Europe
Investment factor in Europe
Return on a portofio of stocks with small market cap and low B/M ratio in Europe
subset of data used in Huang (2018)
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