nyse_o: NYSE(O)

In benSepanski/PortfolioSelection: Test and develop portfolio selection algorithms

Description

New York Stock Exchange prices from 1962-1984. Downloaded by Ben Sepanski

Usage

nyse_o

Format

A data frame with 5651 rows and 36 variables. Each entry is a price relative: if a stock has price p_t at trading period t, it has price relative \frac{p_t}{p_{t-1}} at trading period t. Each variable name is one of the following stocks:

• ahp

• alcoa

• amer_brands

• arco

• coke

• comm_metals

• dow_chem

• Dupont

• espey_manufacturing

• Exxon

• fischbach

• ford

• ge

• gm

• gte

• gulf

• hp

• ibm

• ingersoll

• Iroquois

• jnj

• kimb-clark

• kin_ark

• Kodak

• lukens

• mei_corp

• merck

• mmm

• mobil

• morris

• p_and_g

• Pillsbury

• schlum

• sears

• sher_will

• texaco

Details

Market:

New York Stock Exchange

Number of stocks

36

Number of days

5651

Number of years

22

Period

Jul 3, 1962 to Dec 31, 1984

Other Info

Contains very large market cap stocks. Dataset was collected by Hal Stern

Source

http://www.cs.technion.ac.il/~rani/portfolios/portfolios.htm

benSepanski/PortfolioSelection documentation built on March 20, 2020, 9:46 p.m.