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  Detail for ME Breakpoints

Monthly Breakpoints:   December 1925-May 2014
     
Construction:   We compute ME breakpoints for each month. ME is price times shares outstanding (divided by 1,000,000) at month end.
     
Stocks:   The breakpoints for month t use all NYSE stocks that have a CRSP share code of 10 or 11 and have good shares and price data. We exclude closed end funds and REITs.
     
Percentiles:   The file contains every fifth percentile of ME, from 5% to 100%.







 

 

 

Copyright Kenneth R. French