Industry Fixed Effect - Created. Jake, please update this.
Momentum -To control for systematic variations in return over time. The summation of the NYSE-Nasdaq-AMEX composite market return (ascalculated by CRSP) over the event window Private Financial Data - Look at [https://wrds-web.wharton.upenn.edu/wrds/query_forms/variable_documentation.cfm?vendorCode=CRSP&libraryCode=crspa&fileCode=ccmfunda&id=bspr]
==Three Big Pulls==