Curriculum Vitae
Richard Mergenthaler
RBC Data
RBC1 and RBC2 are discussed in length in my dissertation. Please refer to it for a full description of RBC1 and RBC2. This Excel document provides the underlying data for both RBC1 and RBC2.
PSCORE
PSCORE is discussed at length in Folsom et al. (2015), which can be found at papers.ssrn.com/sol3/papers.cfm?abstract_id=2046190. Please refer to it for a full description of PSCORE. This Excel document provides the underlying data that was used in Folsom et al. (2015) and the full sample for which PSORE has been calculated.