CAPM_DJSTOCKS30_SP.gss

Creators:
Anastasia Simmet

GAUSS procedure that estimates the CAPM models based on 30 stocks from DJIA and S&P500 as a market index.

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Metadata

Field Value
Format .gss
License CC-BY 4.0
Type code
Version 1
Authors Pohlmeier, Winfried and Simmet, Anastasia
DOI
Publication Date 2019
URL https://journaldata.zbw.eu/dataset/c6826085-3a96-41b1-836b-f5ec0275ee2f/resource/2d887ab2-5a40-4ff1-b0fd-fa2f0de303aa/download/capmdjstocks30sp.gss
Last updated March 5, 2019
Created March 5, 2019