Data from the paper "Default Risk in Equity Returns"

Firm Level Data		This file contains the firm-level data. The variables reported are the "Year", "Month", "Permno", "Default Probability", "Log Value of Assets", and "Volatility of Assets". The column entitled "Permno" refers to the permanent number of the firm in the CRSP database.
DSV		This is the aggregate default measured used as a risk factor in the asset pricing tests of the paper. For details about its construction, please refer to the text of the paper.