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Kelly and Pruitt 2013 Replication - Home
  • Market Expectations in the Cross-Section of Present Values

Notebooks 📖

  • Kelly & Pruitt (2013): Summary Statistics and Replication Walkthrough

Pipeline Charts 📈

  • Chart List

Pipeline Dataframes 📊

  • Dataframe: P01:ccm_link - CRSP-Compustat Link Table
  • Dataframe: P01:compustat - Compustat Fundamentals
  • Dataframe: P01:crsp_market_returns - CRSP Market Returns
  • Dataframe: P01:crsp_monthly_stock - CRSP Monthly Stock Data
  • Dataframe: P01:ken_french_25_portfolios - 25 Portfolios (5x5 Size x BM)
  • Dataframe: P01:ken_french_ff_factors - Fama-French Research Factors

Categories

  • Compustat (1)
  • Crsp (1)
  • Cumulative Returns (1)
  • Data Coverage (1)
  • Factors (1)
  • Fama-French (1)
  • Market Returns (1)

Tags

  • CRSP
  • Compustat
  • Kenneth French Data Library

Posts in Compustat

05 March 2026 - Chart: Compustat Coverage

Posts in Crsp

05 March 2026 - Chart: CRSP Market Returns

Posts in Cumulative Returns

05 March 2026 - Chart: Fama-French Factors

Posts in Data Coverage

05 March 2026 - Chart: Compustat Coverage

Posts in Factors

05 March 2026 - Chart: Fama-French Factors

Posts in Fama-French

05 March 2026 - Chart: Fama-French Factors

Posts in Market Returns

05 March 2026 - Chart: CRSP Market Returns

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