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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

Index

By Zara and Dylan

© Copyright 2025, Zara and Dylan.