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This zipped file contains the yearly PIN estimates for the sample of stocks in the paper "Factoring Information into Returns" (w. D. Easley and M. O'Hara). The sample covers all NYSE/Amex common stocks in 1983-2001 for which we could obtain estimates.
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Pinret.txt contains the monthly percentage returns for the composite PIN portfolio used in the "Factoring Information" paper. |
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