CAPM_STOCKS20_FF.gss
Creators:
Anastasia Simmet
GAUSS procedure that estimates the CAPM models based on 20 random stocks from S&P500 and CRSP 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/5a88951f-b668-4d21-9b34-7016e7896465/download/capmstocks20ff.gss |
| Last updated | March 5, 2019 |
| Created | March 5, 2019 |
