Monthly Excess Returns
acme data frame has 60 rows and 3 columns.
The excess return for the Acme Cleveland Corporation are recorded along with those for all stocks listed on the New York and American Stock Exchanges were recorded over a five year period. These excess returns are relative to the return on a risk-less investment such a U.S. Treasury bills.
This data frame contains the following columns:
A character string representing the month of the observation.
The excess return of the market as a whole.
The excess return for the Acme Cleveland Corporation.
The data were obtained from
Simonoff, J.S. and Tsai, C.-L. (1994) Use of modified profile likelihood for improved tests of constancy of variance in regression. Applied Statistics, 43, 353–370.
Davison, A.C. and Hinkley, D.V. (1997) Bootstrap Methods and Their Application. Cambridge University Press.
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.