The Rmetrisk Project Matthew C Pollard     Datasets Used in Studies                                                                                                                            

Proprietary Hedge Fund Database

5000 Hedge funds, 1994 to 2007. Includes AUM, returns, names, dead and alive funds.

Stock Returns on 71 Markets, 1700 to 2009.

Real prices and returns. Download here.

Used in "Was the US Lucky? The Distribution of 
Global Equity Premia