RiskPremium

Measuring the market risk premium
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commit fa9b897a877b7ab65b5f4c1fe3cd307614b78bf8
parent 99bd4c8071a28d100fafc78f3e3eb5dbfaf0055a
Author: Erik Loualiche <eloualic@umn.edu>
Date:   Tue,  4 Jun 2019 15:44:32 -0400

doc -> docs

Diffstat:
Msrc/readme_in.md | 2+-
1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/src/readme_in.md b/src/readme_in.md @@ -16,7 +16,7 @@ We use the dividend-price ratio, cay and the three-month T-bill to predict futur 1. Measuring Dividend Price ratio uses CRSP Monthly Index files available on [WRDS](https://wrds-web.wharton.upenn.edu/wrds/ds/crsp/stock_a/stkmktix.cfm) - `msi.sas7bdat` downloaded from `/wrds/crsp/sasdata/a_stock/msi.sas7bdat` - - See the calculations to account for reinvested dividends in this [note](./doc/dividendpriceratio.pdf) on how + - See the calculations to account for reinvested dividends in this [note](./docs/dividendpriceratio.pdf) on how 2. Measuring the risk-free rate from H15 release available on [FRED](https://fred.stlouisfed.org/series/TB3MS ) 3. Measuring cay from Lettau's [website](http://faculty.haas.berkeley.edu/lettau/data_cay.html). *Last downloaded on May 29 2019*