Materials

Data files

The data for my Asset Pricing course in YouTube. (Only for the exercise purpose.)

• Small stock data (used in the week-4 part-3/3 class)

• Large stock data (used in the week-4 part-3/3 class)

• AnnualGrossReturns22 (Week-5 part-3/3 class)

• QuarterlyReturns30 (Week-?)

• ME30 (Week-?)

• ME292 (Week-6 part 1/2)

• BE292 (Week-6 part 1/2)

• QuarterlyReturns292 (Week-6 part 1/2)

• Predictability_yearly (Week-7 part-2/3 class)

• Predictability_quarterly (Week-7 part-2/3 class)

• GrossmanShiller (Week-9 part 1/2 class)

• BMdeciles1927-2015 (Week-?)