Consumption, Dividend, and Return Data from “Consumption, Dividends, and the Cross-Section of Equity Returns,” with Ravi Bansal and Christian Lundblad “Interpreting Risk Premia across Size, Value, and Industry Portfolios,” with Ravi Bansal and Christian Lundblad Cointegration and Consumption Risks in Asset Returns,” with Ravi Bansal and Dana Kiku Cluster Portfolio Data from “Basis Assets,” with Dong-Hyun Ahn and Jennifer Conrad [Home] [Research] [Courses] [Vita] [Data]