Fire Sale Risk and Expected Stock Returns (Aragon and Kim)

The data include realizations of the flow factor, returns of the high-minus-low fire sale exposure (FSE) portfolio, and stocks' FSE characteristics.本数据集涵盖流量因子（flow factor）的样本实现值、高减低抛售敞口（FSE）投资组合的收益率，以及个股的抛售敞口特征。