R/nyse.R

In JustinMShea/wooldridge: 115 Data Sets from "Introductory Econometrics: A Modern Approach, 7e" by Jeffrey M. Wooldridge

#' nyse
#'
#' Wooldridge Source: These are Wednesday closing prices of value-weighted NYSE average, available in many publications. I do not recall the particular source I used when I collected these data at MIT. Probably the easiest way to get similar data is to go to the NYSE web site, www.nyse.com. Data loads lazily.
#'
#' @section 
#'
#' Used in Text: pages 388-389, 407, 436, 438, 440-441, 442, 663-664
#'
#' @docType data
#'
#' @usage data('nyse')
#'
#' @format A data.frame with 691 observations on 8 variables:
#' \itemize{
#'  \item \strong{price:} NYSE stock price index
#'  \item \strong{return:} 100*(p - p(-1))/p(-1))
#'  \item \strong{return_1:} lagged return
#'  \item \strong{t:} 
#'  \item \strong{price_1:} 
#'  \item \strong{price_2:} 
#'  \item \strong{cprice:} price - price_1
#'  \item \strong{cprice_1:} lagged cprice
#' }
#' @source \url{https://www.cengage.com/cgi-wadsworth/course_products_wp.pl?fid=M20b&product_isbn_issn=9781111531041}
#' @examples  str(nyse)
"nyse"