{"id":215,"date":"2018-11-08T20:40:53","date_gmt":"2018-11-08T20:40:53","guid":{"rendered":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/?page_id=215"},"modified":"2019-05-29T17:11:59","modified_gmt":"2019-05-29T17:11:59","slug":"data","status":"publish","type":"page","link":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/research\/data\/","title":{"rendered":"Data"},"content":{"rendered":"<div class=\"wpb-content-wrapper\"><p>[vc_row][vc_column][vc_column_text] <strong><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2018\/11\/Value-and-Momentum-Everywhere_000.pdf\">Value and Momentum Everywhere<\/a><\/strong><\/p>\n<ul>\n<li><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2018\/11\/VME_Factors.xlsx\">Factor Returns for Value and Momentum Everywhere Portfolios<\/a> (excel file)<\/li>\n<li><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2018\/11\/VME_Portfolios.xlsx\">Portfolio Returns for Value and Momentum Everywhere Portfolios<\/a> (excel file)<\/li>\n<\/ul>\n<p><strong><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2018\/11\/Long-RunStockholderConsumptionRiskandAssetReturns_001.pdf\">Long-Run Stockholder Consumption Risk and Asset Returns<\/a><\/strong><\/p>\n<ul>\n<li><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2018\/11\/Consumption_series_MMV_000.xlsx\">Consumption Series<\/a> (excel file)<\/li>\n<\/ul>\n<p><strong><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2018\/11\/TimeSeriesMomentum_000.pdf\">Time Series Momentum<\/a><\/strong><\/p>\n<ul>\n<li><a href=\"https:\/\/spinup-000d1a-wp-offload-media.s3.amazonaws.com\/faculty\/wp-content\/uploads\/sites\/3\/2018\/11\/TSMOM_rets_000.xlsx\">Time Series Momentum Returns<\/a> (excel file)<\/li>\n<\/ul>\n<p><a href=\"https:\/\/www.aqr.com\/Insights\/Datasets\"><strong>AQR Data Library<\/strong><\/a><\/p>\n<p>[\/vc_column_text][\/vc_column][\/vc_row]<\/p>\n<\/div>","protected":false},"excerpt":{"rendered":"<p>[vc_row][vc_column][vc_column_text] Value and Momentum Everywhere Factor Returns for Value and Momentum Everywhere Portfolios (excel file) Portfolio Returns for Value and Momentum Everywhere Portfolios (excel file) Long-Run Stockholder Consumption Risk and Asset Returns Consumption Series (excel file) Time Series Momentum Time Series Momentum Returns (excel file) AQR Data Library [\/vc_column_text][\/vc_column][\/vc_row]<\/p>\n","protected":false},"author":4,"featured_media":408,"parent":100,"menu_order":6,"comment_status":"closed","ping_status":"closed","template":"","meta":{"inline_featured_image":false,"_genesis_hide_title":false,"_genesis_hide_breadcrumbs":false,"_genesis_hide_singular_image":false,"_genesis_hide_footer_widgets":false,"_genesis_custom_body_class":"","_genesis_custom_post_class":"","_genesis_layout":"","footnotes":""},"class_list":{"0":"post-215","1":"page","2":"type-page","3":"status-publish","4":"has-post-thumbnail","6":"entry"},"_links":{"self":[{"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/pages\/215","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/comments?post=215"}],"version-history":[{"count":6,"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/pages\/215\/revisions"}],"predecessor-version":[{"id":371,"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/pages\/215\/revisions\/371"}],"up":[{"embeddable":true,"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/pages\/100"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/media\/408"}],"wp:attachment":[{"href":"https:\/\/faculty.som.yale.edu\/tobymoskowitz\/wp-json\/wp\/v2\/media?parent=215"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}