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Sunil Wahal
George Aragon
Seth Pruitt
Hendrik Bessembinder
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Data
Spread Statistics
Historical Profitability and Investment
Stocks versus Bills
Historical Profitability and Investment
From research by Sunil Wahal in the forthcoming
Journal of Financial Economics
publication:
The profitability and investment premium: Pre-1963 evidence
Data:
Profitability_and_investment_premium_data
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