CRSPday

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

datasets

Data sets for econometrics, including political science.

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, 
 <a href="https://www.crsp.org/products/documentation/crsp-link">PERMNO</a> 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

Daily Returns from the CRSP Database — CRSPday

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, 
 <a href='https://www.crsp.org/products/documentation/crsp-link'>PERMNO</a> 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>

CRSPday: Daily Returns from the CRSP Database

Description

Usage

Arguments

Format

References

See Also