midcap_weekly: CRSP Mid Cap Weekly Returns

Description Usage Format Details Source Examples

Description

Weekly returns data of a selection of large cap stocks.

Usage

1

Format

xts object with weekly 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_weekly)
head(midcap_weekly)

GARPFRM documentation built on May 2, 2019, 5:45 p.m.