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

Published: 17 May 2019| Version 1 | DOI: 10.17632/6jrp9fhs8m.1
Javier Rojo Suárez,
Ana Belén Alonso-Conde,
Ricardo Ferrero Pozo


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



Finance, Asset Pricing, Stock Market Valuation