datFF4W dataset

Fama-French-Carhart Weekly 4-Factor Model

PCRA package Read PDF manual

Maintainer: Doug Martin
License: GPL-2
Last published: 2023-08-30

About the dataset

Number of rows: 4911
Number of columns: 4
Class: xts, zoo

Column names and types

Mkt.RF:numeric
SMB:numeric
HML:numeric
Mom:numeric