STOCKS_60_SP_Z.dat

Creators:
Anastasia Simmet

60 monthly observations on the excess returns on 20 random stocks from S&P500 and S&P500 index return from DataStream for a period 01/06/2010-01/05/2015. Data format for GAUSS.

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Metadata

Field Value
Format .dat
License CC-BY 4.0
Type data
Version 1
Authors Pohlmeier, Winfried and Simmet, Anastasia
DOI
Publication Date 2019
Availability Download
Geographic Area (free)
Temporal Coverage (controlled) 2010-06-01 to 2015-05-01
Temporal Coverage (free)
Unit Type TimeUnit
Number of Units 60
Sampled Universe
Number of Variables 21
URL https://journaldata.zbw.eu/dataset/c6826085-3a96-41b1-836b-f5ec0275ee2f/resource/d7fc875b-a772-436d-b377-3ce9652345da/download/stocks60spz.dat
Last updated March 5, 2019
Created March 5, 2019