datFF3W {PCRA}

Fama-French Weekly 3-Factor Model

Description

Weekly values of the 3 factors MKT, SMB and HML

Usage

data(datFF3W)

Format

Multivariate time series xts object

Source

https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Examples

library(PCRA)
library(zoo)
data(datFF3W)
head(datFF3W)
range(index(datFF3W))