Capm

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

datasets

Data sets for econometrics, including political science.

Spencer Graves

Ecdat

Data Sets for Econometrics

Capm function

A time series 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>risk-free return</dd> 
</dl>

Format

Stock Market Data — Capm

A time series 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>risk-free return</dd>

 
</dl>

Capm: Stock Market Data

Description

Usage

Arguments

Format

References

See Also