nyse_n: NYSE(N)

Description Usage Format Details Source

Description

New York Stock Exchange prices from 1985-2010 Downloaded by Ben Sepanski

Usage

1

Format

A matrix with 6431 rows and 23 columns of daily closing prices. Each row represents a trading day and each column represents an asset. 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.

Details

Market:

New York Stock Exchange

Number of stocks

23

Number of days

6431

Number of years

25

Period

Jan 1, 1985 - Jun 30, 2010

Other Info

Contains very large market cap stocks

Source

https://github.com/OLPS/OLPS/tree/master/Data


benSepanski/pfselect documentation built on May 1, 2020, 1:57 p.m.