CRSPmon: Monthly Returns from the CRSP Database
In Ecdat: Data Sets for Econometrics
Description
Usage
Format
Source
References
See Also
Description
monthly observations from 1969-1 to 1998-12
number of observations : 360
observation : production units
country : United States
Usage
1
Format
A time serie containing :
- ge
the return for General Electric, Permno 12060
- ibm
the return for IBM, Permno 12490
- mobil
the return for Mobil Corporation, Permno 15966
- crsp
the return for the CRSP value-weighted index, including dividends
Source
Center for Research in Security Prices, Graduate School of Business, University of Chicago, 725 South Wells - Suite 800, Chicago, Illinois 60607, http://www.crsp.com.
References
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, http://www.econ.queensu.ca/ETM/, chapter 13.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Ecdat documentation built on May 3, 2019, 1:24 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Format Source References See Also
Description
monthly observations from 1969-1 to 1998-12
number of observations : 360
observation : production units
country : United States
Usage
1 |
Format
A time serie containing :
- ge
the return for General Electric, Permno 12060
- ibm
the return for IBM, Permno 12490
- mobil
the return for Mobil Corporation, Permno 15966
- crsp
the return for the CRSP value-weighted index, including dividends
Source
Center for Research in Security Prices, Graduate School of Business, University of Chicago, 725 South Wells - Suite 800, Chicago, Illinois 60607, http://www.crsp.com.
References
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, http://www.econ.queensu.ca/ETM/, chapter 13.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.