def priormonthToDay(freq, j_mth, k_mth):
    """
    Consistent w/ Fama and French (2008, 2016), map the prior `(j-k)` monthly return strategy into a daily strategy
    (see `Ken French's online documentation  <https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html>`_).

    Parameters
    ___________
    freq : str
        Frequency used to calculate prior `(j-k)` return strategy. Possible choices are:

            * ``D`` : daily
            * ``'M`` : monthly
    j_mth : str
        Lagged month (or day) we start measuring stock performance.
    k_mth : str
        How many months (or days) are used in measuring stock performance.

    Returns
    ________
    j_per, k_per : tuple, str
        ``j_per = j_mth`` and ``k_per = k_mth`` if ``freq = M``.
        Otherwise, monthly figures mapped to daily periods using the description found on Ken French's online documentation:

            * `Daily Momentum <https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_mom_factor_daily.html>`_.
            * `Daily Short-Term Reversal <https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_st_rev_factor_daily.html>`_.
            * `Daily Long-Term Reversal <https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_lt_rev_factor_daily.html>`_.

    Note
    ____
    Monthly ``M`` (daily ``D``) strategies involve portfolios formed every month `t-1` (or day `t-1`)
    for month `t` (or day `t`).

    Note
    ____
    The Fama and French (2008, 2016) momentum strategy definition differs from that of Jegadeesh and Titman (1993).
    Jegadeesh and Titman (1993) consider **J/K** strategies, which include portfolios formed on stock performance over the previous
    **J** months (excluding the last week or month prior to portfolio formation, to remove the
    large short-horizon reversals associated with bid-ask bounce) and hold portfolios for **K** months, where **J**, **K** :math:`\\in` {3,6,9,12}.
    Future updates to this module will extend this package to include these additional momentum strategies.


    References
    ___________
    *   Fama, Eugene F., and Kenneth R. French. (2008). `Dissecting Anomalies`,
        Journal of Finance, 48(4), pp.1653-1678

    *   Fama, Eugene F., and Kenneth R. French. (2016). `Dissecting Anomalies with a Five-Factor Model`,
        Journal of Finance, 48(4), pp.1653-1678
    """
    if freq in ['D', 'W']:
        if j_mth == '2' and k_mth == '12':
            j_per, k_per = '21', '250'
            return j_per, k_per
        elif j_mth == '1' and k_mth == '1':
            j_per, k_per = '1', '20'
            return j_per, k_per
        elif j_mth == '13' and k_mth == '60':
            j_per, k_per = '251', '1250'
            return j_per, k_per
        else:
            raise ValueError(
                "'prior (j-k)' return strategy not of the standard Fama and French type."
                )
    elif freq in ['M', 'Q', 'A']:
        j_per, k_per = j_mth, k_mth
        return j_per, k_per
    else:
        raise ValueError(
            "Please specify one of the following frequencies: 'D' or 'M'")
