Description Usage Format Source References
Monthly observations for the liquidity factor of Pastor & Stambaugh (2003).
1 |
An object of class data.frame
with 629 rows and 4 columns.
http://faculty.chicagobooth.edu/lubos.pastor/research/
http://faculty.chicagobooth.edu/lubos.pastor/research/liq_data_1962_2014.txt
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