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The Tokyo Financial Markets Research Data Services: I. Factors Data For Equity Markets

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  • Eiichiro Kazumori

    (University of Tokyo)

Abstract

We introduce a general purpose data library developed at the Center for Advanced Research in Finance and the Computing Services at the Faculty of Economics of the University of Tokyo for empirical research of the financial markets in Japan. This data library (located at http://www.carf.e.u-tokyo.ac.jp/english/research/trds/trds_intro_e.html) provides a new internationally comparable equity market factors data for Japanese and US markets up to December 2009.

Suggested Citation

  • Eiichiro Kazumori, 2010. "The Tokyo Financial Markets Research Data Services: I. Factors Data For Equity Markets," CARF F-Series CARF-F-203, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Handle: RePEc:cfi:fseres:cf203
    as

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    File URL: https://www.carf.e.u-tokyo.ac.jp/old/pdf/workingpaper/fseries/212.pdf
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    References listed on IDEAS

    as
    1. Chan, Louis K C & Hamao, Yasushi & Lakonishok, Josef, 1991. "Fundamentals and Stock Returns in Japan," Journal of Finance, American Finance Association, vol. 46(5), pages 1739-1764, December.
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