Return: Monthly stock returnBeta: Firm’s beta. For the Analysis in this assignment consider that beta is anobservable variable
Firm size: Firm size is defined by the firm’s market capitalization
B/M: Book to market: Ratio of the firm’s book value divided by the firm’smarket value
Region Geographical region where the firm mainly operates: 1 America; 2Europe; 3 Asia
数据附后，请高手指点。