CRSPday

daily observations from 1969-1-03 to 1998-12-31 number of observations : 2528 observation : production units country : United States

datasets

Spencer Graves

Ecdat

Data Sets for Econometrics

CRSPday function

A dataframe containing :
 <dl>
 <dt>year</dt><dd>the year</dd> <dt>month</dt><dd>the month</dd> <dt>day</dt><dd>the day</dd> <dt>ge</dt><dd>the return for General Electric, Permno 12060</dd> <dt>ibm</dt><dd> the return for IBM, Permno 12490</dd> <dt>mobil</dt><dd>the return for Mobil Corporation, Permno 15966</dd> <dt>crsp</dt><dd> the return for the CRSP value-weighted index, including dividends</dd> </dl>

Format

Center for Research in Security Prices, Graduate School of Business, University of Chicago, 725 South Wells - Suite 800, Chicago, Illinois 60607, <a href="http://www.crsp.com">http://www.crsp.com</a>.

Source

daily observations from 1969-1-03 to 1998-12-31

 number of observations : 2528

 observation : production units

 country : United States

CRSPday: Daily Returns from the CRSP Database

Description

Usage

Arguments

Format

Source

References

See Also