List of stocks in the stock universe, all weekly trading dates for the entire samples from 2013-01-07 to 2017-10-16, and ranking labels of all stocks on each weekly trading date.
The data should be opened by stata The TRjl is calculated by Generalized Extreme Value Distribution Rrf, alpha3, alpha4, alpha5, and alpha6 representing the actual return of fund i in month t minor ri
