Monthly Excess Returns on Currency Portfolios in “Common Risk Factors in Currency Markets”
Annual Currency Excess Returns on Currency Portfolios in “The Cross-Section of Foreign Currency Risk Premia and U.S. Consumption Growth”
Program Code for “Intermittent Rebalancing”
Program Code for “A Multiplier Approach”
Program Code for “Size Anomalies in Bank Stock Returns”
Portfolio Data for “Size Anomalies in Bank Stock Returns”
Factor Data for “Size Anomalies in Bank Stock Returns”
Data and Program Code for “Are Stocks Real Assets”