Ongoing Research, Data, and Technical Applications
- Data Download: Domestic and International Market, SMB, HML, and MOM Factors, July 1981 - December 2010
- Data Description
Please feel free to use this dataset. When doing so, please cite the following paper:
- H. Hau, and S. Lai, 2014, The Role of Equity Funds in the Financial Crisis Propagation. Available at SSRN: http://ssrn.com/abstract=1742065.