Capm

monthly observations from 1960--01 to 2002--12 number of observations : 516

datasets

Spencer Graves

Ecdat

Data Sets for Econometrics

Capm function

A time serie containing :
 <dl>
 <dt>rfood</dt><dd>excess returns food industry</dd> <dt>rdur</dt><dd>excess returns durables industry</dd> <dt>rcon</dt><dd>excess returns construction industry</dd> <dt>rmrf</dt><dd>excess returns market portfolio</dd> <dt>rf</dt><dd>riskfree return</dd> </dl>

Format

most of the above data are from Kenneth French's data library
 at <a href="http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html">http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html</a>.

Source

monthly observations from 1960--01 to 2002--12

 number of observations : 516

Capm: Stock Market Data

Description

Usage

Arguments

Format

Source

References

See Also