tse: TSE
In benSepanski/pfselect:

Toronto Stock Exchange prices from 1994 to 1998. Downloaded by Ben Sepanski

tse

A matrix with 1258 rows and 88 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. Each column name is the stock name.

Market:: Toronto Stock Exchange
Number of stocks: 88
Number of days: 1258
Number of years: 5
Period: Jan 4, 1994 to Dec 31, 1998
Other Info: contains all TSE stocks that were traded on each of the 1258 trading days in this period.