| CRSPday | R Documentation |
daily observations from 1969-1-03 to 1998-12-31
number of observations : 2528
observation : production units
country : United States
data(CRSPday)A dataframe containing :
the year
the month
the day
the return for General Electric, PERMNO 12060
the return for IBM, PERMNO 12490
the return for Mobil Corporation, PERMNO 15966
the return for the CRSP value-weighted index, including dividends
Center for Research in Security Prices, Graduate School of Business, University of Chicago, 725 South Wells - Suite 800, Chicago, Illinois 60607, https://www.crsp.org.
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 7, 9 and 15.
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series