capm4: capm4

Description Usage Format Source Examples

Description

132 observations, Jan 1998 to December 2008, monthly rates of return for a few companies

Usage

1
data("capm4")

Format

A data frame with 132 observations on the following 9 variables.

date

year/month/day

dis

Disney monthly rate of return

ge

General Electric monthly rate of return

gm

General Motors monthly rate of return

ibm

IBM monthly rate of return

msft

Microsoft monthly rate of return

xom

Exxon-Mobil monthly rate of return

mkt

Market Portfolio monthly rate of return

riskfree

Risk free rate = 30 day T-bill

Source

Wharton Data Services. The authors thank Shuang Zhu for data collection.

Examples

1
2
data(capm4)
## maybe str(capm4) ; plot(capm4) ...

ccolonescu/PoEdata documentation built on May 13, 2019, 2:17 p.m.