CRSPmon: Monthly Returns from the CRSP Database
In Ecdat: Data Sets for Econometrics
CRSPmon R Documentation
Monthly Returns from the CRSP Database
Description
monthly observations from 1969-1 to 1998-12
number of observations : 360
observation : production units
country : United States
Usage
data(CRSPmon)
Format
A time series containing :
- ge
the return for General Electric,
PERMNO 12060
- ibm
the return for IBM, PERMNO 12490
- mobil
-
the return for Mobil Corporation,
PERMNO 15966
- crsp
-
the return for the CRSP value-weighted index,
including dividends
Source
Center for Research in Security Prices, Graduate School of Business, University of Chicago, 725 South Wells - Suite 800, Chicago, Illinois 60607, https://www.crsp.org.
References
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 13.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series
Ecdat documentation built on Oct. 16, 2022, 1:08 a.m.
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| CRSPmon | R Documentation |
Monthly Returns from the CRSP Database
Description
monthly observations from 1969-1 to 1998-12
number of observations : 360
observation : production units
country : United States
Usage
data(CRSPmon)
Format
A time series containing :
- ge
the return for General Electric, PERMNO 12060
- ibm
the return for IBM, PERMNO 12490
- mobil
-
the return for Mobil Corporation, PERMNO 15966
- crsp
-
the return for the CRSP value-weighted index, including dividends
Source
Center for Research in Security Prices, Graduate School of Business, University of Chicago, 725 South Wells - Suite 800, Chicago, Illinois 60607, https://www.crsp.org.
References
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 13.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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