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[201612,1.82,{"v":2.8017333333e-05,"d":"2.80173E-05"},{"v":0.057454373198305,"d":"0.05745"},{"v":0.00333002877081,"d":"0.0033"},{"v":0.021274070694194,"d":"0.0213"},{"v":0.009670703837908,"d":"0.0097"},{"v":0.018542388478764,"d":"0.0185"},-3.87356008073086,0.0211,0.0221,0.00193,-16.0505922711664,{"v":-1.22,"d":"-1.2200"},-0.8087,0.1905,"NaN","NaN",0.4373,"NaN","NaN",0.03]

{"sheet":"Description","index":1,"n_rows":22,"n_cols":3,"rows_kept":22}
["Label","Description","Sample"]
["Mkt-RF","Excess market return (from CRSP database)","January 1960 - December 2016"]
["Vm","Monthly market variance (based on daily returns)","January 1960 - December 2016"]
["Skm","Monthly market skewness (based on daily returns)","January 1960 - December 2016"]
["Vvw","Monthly value-weigthed average variance ","January 1960 - December 2016"]
["Vew","Monthly equal-weigthed average variance ","January 1960 - December 2016"]
["Skvw","Monthly value-weigthed average skewness ","January 1960 - December 2016"]
["Skew","Monthly equal-weigthed average skewness ","January 1960 - December 2016"]
["DP","Dividend-price ratio","January 1960 - December 2016"]
["DEF","Default spread","January 1960 - December 2016"]
["Term","Term spread","January 1960 - December 2016"]
["RREL","Relative 3-month Treasury-bill rate","January 1960 - December 2016"]
["ILLIQ^E","Aggregate expected illiquidity measure","February 1960 - December 2016"]
["PC_Econ","First principal component of 14 economic variables","June 1960 - December 2016"]
["Avg_Econ","Equal-weighted average of 14 economic variables","June 1960 - December 2016"]
["AC","Average correlation across stocks","January 1960 - December 2016"]
["SII","Aggregate short interest index","January 1973 - December 2014"]
["VIX","VIX index","January 1990 - December 2015"]
["TR","Tail risk measure","January 1960 - December 2016"]
["VRP","Variance risk premium","January 1996 - August 2013"]
["TRP","Tail risk premium","January 1996 - August 2013"]
["Rf","Risk-free rate","January 1960 - December 2016"]