largecap.ts: CRSP Large Cap Monthly Returns

Description Usage Format Details Source Examples

Description

Monthly returns data of a selection of large cap stocks.

Usage

1

Format

xts object with monthly observations

Details

CRSP Data used in GARPFRM and related publications with the kind permission of the Center for Research in Security Prices.

see http://www.crsp.com/about-crsp

Source

http://www.crsp.com

Examples

1
2
data(crsp.short)
head(largecap.ts)


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