datFF4W {PCRA}

Fama-French-Carhart Weekly 4-Factor Model

Description

Weekly values of the 4 factors MKT, SMB, HML and MOM

Usage

data(datFF4W)

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(datFF4W)
head(datFF4W)
range(index(datFF4W))