Description Usage Format Source Examples
132 observations, Jan 1998 to December 2008, monthly rates of return for a few companies
1 | data("capm4")
|
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
Wharton Data Services. The authors thank Shuang Zhu for data collection.
1 2 |
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