Monthly Excess Returns on Currency Portfolios in Common Risk Factors in Currency Markets

Annual Currency Excess Returns on Currency Portfolios in The Cross-Section of Foreign Currency Risk Premia and U.S. Consumption Growth

Program Code for “Intermittent Rebalancing

Program Code for “A Multiplier Approach

Program Code for “Size Anomalies in Bank Stock Returns

Portfolio Data for “Size Anomalies in Bank Stock Returns

Factor Data for “Size Anomalies in Bank Stock Returns

Data and Program Code for “Are Stocks Real Assets