Data for: European equity markets: Who is the truly representative investor?

The research data include the following data for France, Germany and the United Kingdom (own elaboration):

1. Stock returns (RI)
2. Stock market values (MV)
3. Stock market value-book value ratios (PTBV)
4. Stock industries (SIC)
5. Stock ROEs
6. Stock asset growths
7. Size-BE/ME portfolios returns
8. Industry portfolios returns
9. ROE-Asset growth portfolios returns
10. RMRF, SMB and HML factors
11. RMRF, SMB, HML, RMW and CMA factors
12. cay components
13. cay residuals
14. Consumption
15. Confidence indicators
16. 3-month interest rate of the Treasury Bill