Data for: European equity markets: Who is the truly representative investor?

Published: 17 May 2019 | Version 1 | DOI: 10.17632/6jrp9fhs8m.1

Description of this data

The research data include the following data for France, Germany and the United Kingdom (own elaboration):

  1. Stock returns (RI)
  2. Stock market values (MV)
  3. Stock market value-book value ratios (PTBV)
  4. Stock industries (SIC)
  5. Stock ROEs
  6. Stock asset growths
  7. Size-BE/ME portfolios returns
  8. Industry portfolios returns
  9. ROE-Asset growth portfolios returns
  10. RMRF, SMB and HML factors
  11. RMRF, SMB, HML, RMW and CMA factors
  12. cay components
  13. cay residuals
  14. Consumption
  15. Confidence indicators
  16. 3-month interest rate of the Treasury Bill

Experiment data files

This data is associated with the following publication:

European equity markets: Who is the truly representative investor?

Published in: Quarterly Review of Economics and Finance

Latest version

  • Version 1

    2019-05-17

    Published: 2019-05-17

    DOI: 10.17632/6jrp9fhs8m.1

    Cite this dataset

    Rojo Suárez, Javier; Alonso-Conde, Ana Belén; Ferrero Pozo, Ricardo (2019), “Data for: European equity markets: Who is the truly representative investor?”, Mendeley Data, v1 http://dx.doi.org/10.17632/6jrp9fhs8m.1

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Categories

Finance, Asset Pricing, Stock Market Valuation

Licence

CC BY NC 3.0 Learn more

The files associated with this dataset are licensed under a Attribution-NonCommercial 3.0 Unported licence.

What does this mean?
You are free to adapt, copy or redistribute the material, providing you attribute appropriately and do not use the material for commercial purposes.

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