nyse_o: NYSE(O)

Description Usage Format Details Source

Description

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

Usage

1

Format

A matrix with 5651 rows and 36 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. The column names are the stock names.

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