THE TOKYO FINANCIAL MARKETS RESEARCH DATA SERVICES: I. FACTORS DATA FOR EQUITY MARKETS

Abstract

We introduce a general purpose data library developed at the Center for Advanced Research in Finance and the Computing Services at the Faculty of Economics of the University of Tokyo for empirical research of the financial markets in Japan. This data library (located at http://www.carf.e.u-tokyo.ac.jp/english/research/trds/trds_intro_e.html) provides a new internationally comparable equity market factors data for Japanese and US markets up to December 2009.