liq: Liquidity Factor

Description Usage Format Source References

Description

Monthly observations for the liquidity factor of Pastor & Stambaugh (2003).

Usage

1

Format

An object of class data.frame with 629 rows and 4 columns.

Source

http://faculty.chicagobooth.edu/lubos.pastor/research/

References

http://faculty.chicagobooth.edu/lubos.pastor/research/liq_data_1962_2014.txt


fditraglia/zoofactr documentation built on May 16, 2019, 12:12 p.m.