Disclaimer
Terms and conditions
In downloading this data, I agree that use will be limited to bona fide academic research only, and that no use will be made of this data for commercial purposes.
I further agree that in any publication that uses this data I will cite:
Gregory, A. Tharayan, R. And Christidis, A. (2013) 'Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK', Journal of Business Finance & Accounting, 40(1) & (2), 172–214, January/February 2013, 172-214.
Any user wishing to use this data for commercial purposes should contact Prof. Alan Gregory.
Disclaimer
The data is provided free of charge on an as is basis subject to the terms and conditions above. While we have taken considerable care in the preparation of the data and related materials, we can assume no responsibility or liability for any injury, loss or damage incurred as a result of any use or reliance upon the information and material downloaded from these pages.
