STOCKS_60_FF_Z.dat
Creators:
Anastasia Simmet
60 monthly observations on the excess returns on 20 random stocks from S&P500 from DataStream and excess return of the CRSP index from French & Fama database 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/a5e87b53-d8ef-4b6d-bb84-f8facc6b4a31/download/stocks60ffz.dat |
| Last updated | March 5, 2019 |
| Created | March 5, 2019 |
