Anastasia Simmet

120 monthly observations on the excess returns on 20 random stocks from S&P500, S&P500 index return, DJIA return from DataStream and excess return of the CRSP index from French & Fama database for a period 01/06/2005-01/05/2015.

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Field Value
Format .txt
License CC-BY 4.0
Type data
Version 1
Authors Pohlmeier, Winfried and Simmet, Anastasia
Publication Date 2019
Availability Download
Geographic Area (free)
Temporal Coverage (controlled) 2005-06-01 to 2015-05-01
Temporal Coverage (free)
Unit Type TimeUnit
Number of Units 120
Sampled Universe
Number of Variables 24
Last updated March 5, 2019
Created March 5, 2019