% CRSP stock data 
% all returns and dividend growth are net, i.e. a 10 percent return is 0.10. 
% d/p is a fraction, i.e. a 4% you can load this file into matlab with the statements 
% load ps1.txt; dates = ps1(:,1); ret = ps1(:,2); dp = ps1(:,3), etc. 
    % Date        Return           D/P      D growth   T-bill ret. 
  19261231    0.09636000    0.05270435  -99.00000000    0.03603000 
  19271231    0.33296000    0.04855927    0.17125056    0.03092000 
  19281231    0.38965000    0.04027398    0.10792441    0.04443000 
  19291231   -0.14636000    0.03828938   -0.21835394    0.04922000 
  19301231   -0.28778000    0.04801424   -0.14780557    0.02749000 
  19311231   -0.44377000    0.06300883   -0.31332877    0.00707000 
  19321231   -0.08457000    0.07066584   -0.04108677    0.00871000 
  19331230    0.57520000    0.04252982   -0.09064974    0.00465000 
  19341231    0.04281000    0.04189313   -0.01410342    0.00330000 
  19351231    0.44837000    0.04215025    0.39831983    0.00162000 
  19361231    0.32154000    0.04467914    0.34091722    0.00186000 
  19371231   -0.34612000    0.05614420   -0.22200822    0.00444000 
  19381231    0.28108000    0.04416008   -0.03498499    0.00044000 
  19391230    0.02119000    0.04885890    0.07721729    0.00017000 
  19401231   -0.07449000    0.06002749    0.07268077    0.00019000 
  19411231   -0.09629000    0.07230917    0.01520156   -0.00681000 
  19421231    0.16300000    0.07035046    0.05712732    0.00395000 
  19431231    0.28012000    0.05254849   -0.09154828    0.00407000 
  19441230    0.21356000    0.05095608    0.11972769    0.00398000 
  19451231    0.38456000    0.04149240    0.08250094    0.00400000 
  19461231   -0.05908000    0.04231655   -0.07934953    0.00382000 
  19471231    0.03394000    0.05725242    0.32312285    0.00570000 
  19481231    0.02336000    0.06493506    0.08991034    0.00859000 
  19491231    0.20021000    0.07101363    0.22553200    0.01141000 
  19501230    0.30015000    0.07162580    0.22370881    0.01200000 
  19511231    0.20826000    0.05844736   -0.06849206    0.01568000 
  19521231    0.13293000    0.05533148    0.01629910    0.01907000 
  19531231    0.00353000    0.05699269   -0.02207562    0.02221000 
  19541231    0.50272000    0.04929022    0.23857989    0.01128000 
  19551230    0.25307000    0.04170754    0.01784902    0.01598000 
  19561231    0.08480000    0.04038592    0.00964957    0.02778000 
  19571231   -0.10369000    0.04338564   -0.07715373    0.03752000 
  19581231    0.44832000    0.03960090    0.27161891    0.02053000 
  19591231    0.12600000    0.03285696   -0.09547520    0.03587000 
  19601230    0.01157000    0.03476953    0.03448404    0.03843000 
  19611229    0.26945000    0.03013852    0.06817656    0.02521000 
  19621231   -0.10321000    0.03434793   -0.01189575    0.02941000 
  19631231    0.20888000    0.03234842    0.10283206    0.03257000 
  19641231    0.16304000    0.03061613    0.06805834    0.03770000 
  19651231    0.14386000    0.03056021    0.10791261    0.04070000 
  19661230   -0.08689000    0.03388890   -0.02062193    0.05204000 
  19671229    0.28566000    0.03078749    0.13311433    0.04744000 
  19681231    0.14169000    0.02928210    0.05497408    0.05550000 
  19691231   -0.10836000    0.03092879   -0.08647268    0.06977000 
  19701231    0.00072000    0.03601710    0.12484199    0.07826000 
  19711231    0.16199000    0.02999601   -0.06044636    0.04941000 
  19721229    0.17341000    0.02700077    0.02847008    0.04212000 
  19731231   -0.18768000    0.03077138   -0.10187747    0.07154000 
  19741231   -0.27941000    0.04525740    0.01392924    0.08512000 
  19751231    0.37358000    0.04202764    0.22410917    0.06865000 
  19761231    0.26769000    0.03981462    0.15495410    0.05676000 
  19771230   -0.02977000    0.04662301    0.08553076    0.05414000 
  19781229    0.08545000    0.05087617    0.12712576    0.07361000 
  19791231    0.24409000    0.05175548    0.20331376    0.10602000 
  19801231    0.33234000    0.04807980    0.18093784    0.12547000 
  19811231   -0.03983000    0.04769439   -0.09088635    0.16460000 
  19821231    0.20423000    0.05406754    0.29512089    0.13199000 
  19831230    0.22650000    0.04040310   -0.11906476    0.09332000 
  19841231    0.03162000    0.04361109    0.06699739    0.11115000 
  19851231    0.31411000    0.03914250    0.13503236    0.08527000 
  19861231    0.15562000    0.03376033   -0.03583068    0.06750000 
  19871231    0.01824000    0.03233132   -0.05540029    0.06640000 
  19881230    0.17554000    0.04051267    0.41565505    0.06861000 
  19891229    0.28432000    0.03551646    0.08731415    0.09031000 
  19901231   -0.06083000    0.03651995   -0.06831931    0.08438000 
  19911231    0.33644000    0.03093324    0.09802986    0.06385000 
  19921231    0.09062000    0.02778144   -0.04697997    0.03917000 
  19931231    0.11585000    0.02564456    0.00426750    0.03248000 
  19941230   -0.00757000    0.02611744   -0.01499581    0.04278000 
  19951229    0.35669000    0.02387834    0.21145126    0.06092000 
  19961231    0.21164000    0.02030264    0.00970150    0.05415000 
  19971231    0.30333000    0.01687602    0.06537843    0.05494000 
  19981231    0.22288000    0.01457716    0.04112201    0.05303000 
  19991231    0.25259000    0.01308627    0.10995537    0.04923000 
  20001229   -0.11043000    0.01112778   -0.25188789    0.06152000 
  20011231   -0.11271000    0.01342029    0.05591573    0.04481000 
  20021231   -0.20841000    0.01629221   -0.05441680    0.01795000 
  20031231    0.33146000    0.01801361    0.44609015    0.01160000 
  20041231    0.13002000    0.01941362    0.19465229    0.01308000 
  20051230    0.07309000    0.01828586   -0.00739800    0.03079000 
  20061229    0.16225000    0.01895444    0.18233463    0.04835000