Data for: The Ordering of Historical Returns and the Cross-Section of Subsequent Returns

This file contains monthly long-short returns from decile portfolio sorts based on CRO_M and CRO_A. Portfolios are value-weighted and based on NYSE breakpoints.本数据集包含基于CRO_M与CRO_A进行十分位投资组合排序后得到的月度多空收益。所有投资组合均采用市值加权方式构建，并以纽约证券交易所（New York Stock Exchange, NYSE）的分组断点作为分组依据。