Fama/French variables

Helper dataset. Provides details on Fama/French variables, including contruction methods.

variables

Format

A tibble with variables:

• name: variable name.

• symbol: symbol used to refer to a given variable in the various datasets contained in the package.

• description: variable descriptive elements including contruction methods. Seehttp://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/variable_definitions.html for more details.

Source

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