We now provide historical archives of the US monthly Fama/French 3 factors and 5 factors, as well as the 2x3 bivariate portfolio sorts used to construct the factors for each July data cut.

The goal of frenchdata is to provide functions to download and read data sets from Prof. Kenneth French finance data library. Once on CRAN, install the package as usual: You can install the development …

R Code to download Datasets from Kenneth French’s famous website. Version 1.1.1 corrects a small error for publication on CRAN. One often needs those datasets for further empirical work and it is a …

Nov 5, 2025 · The function downloads data provided by Kenneth French at https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html. The download file gets a …

Download data sets from Kenneth's French finance data library site < http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html >, reads all the data …

4 days ago · The Fama-French data source is Kenneth French’s web site at Dartmouth. The Pastor-Stambaugh Liquidity series are described by L. Pastor and R. F. Stambaugh in “Liquidity risk and …

Historical archive files are based on data cuts released before the latest one. Data are provided annually for each July data cut. The July cut has data through July and was released in August of that year. If …

Sep 16, 2019 · Kenneth French collects, updates, and makes available a treasure trove of datasets of U.S. American equity markets on his website at …

frenchdata The goal of frenchdata is to provide functions to download and read data sets from Prof. Kenneth French finance data library.

Version 0.2.0 Description Download data sets from Kenneth's French finance data library site <http: //mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library. > reads all the data subsets from …