Robust test for cutoff value.
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https://figshare.com/articles/dataset/Robust_test_for_cutoff_value_/23809442
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资源简介：
This table presents the performance of each portfolio, from January 2006 to December 2020. The Overvalued, Neutral, Undervalued, and LS denotes the rate of return for overvalued stocks, undervalued stocks, stocks lying on SML, and Long-short portfolio, respectively. The monthly values are displayed and parentheses are t-statistics.
创建时间：
2023-07-31
