Stock.df: constructed NYSE 447 assets from 1996-01-01 through...

Description Details References

Description

constructed NYSE 447 assets from 1996-01-01 through 2003-12-31.

Details

Continuous data: PRICE, RETURN, TICKER, VOLUME, SHARES.OUT, MARKET.EQUITY,LTDEBT, NET.SALES, COMMON.EQUITY, NET.INCOME, STOCKHOLDERS.EQUITY, LOG.MARKETCAP, LOG.PRICE, BOOK2MARKET Categorical data: GICS, GICS.INDUSTRY, GICS.SECTOR

References

Guy Yullen and Yi-An Chen


arorar/FactorAnalytics documentation built on May 10, 2019, 1:47 p.m.