CAPM_STOCKS20_DJ.gss

Creators:
Anastasia Simmet

GAUSS procedure that estimates the CAPM models based on 20 random stocks from S&P500 and DJIA 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/9913bf34-ef45-45eb-8b69-ed37f708ffe9/download/capmstocks20dj.gss
Last updated March 5, 2019
Created March 5, 2019