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Fama-French and Liquidity Factors in Wharton Research Data Services

Name of Database Fama-French and Liquidity Factors in Wharton Research Data Services
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Wharton Research Data Services

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Brief Notes

Fama-French looks at how small stocks perform vis-à-vis big stocks and value stocks vis-à-vis growth stocks from 1926 onwards.

The liquidity dataset used by Pastor and Stambaugh is included.

 

Data Type Time series
Subjects/Topic Coverage

Finance

Securities

Concurrent Users
Unlimited
Updates When available
Save Option Yes
Print Option No
RSS Feeds No
Weblogs No
Podcast No
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Maintained by Balbindar Kaur Dhaliwal
Last Modified 30/10/2013
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Copyright 2008