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boot (version 1.3-31)

acme: Monthly Excess Returns

Description

The acme data frame has 60 rows and 3 columns.

The excess return for the Acme Cleveland Corporation are recorded along with those for all stocks listed on the New York and American Stock Exchanges were recorded over a five year period. These excess returns are relative to the return on a risk-less investment such a U.S. Treasury bills.

Usage

acme

Arguments

Format

This data frame contains the following columns:

month

A character string representing the month of the observation.

market

The excess return of the market as a whole.

acme

The excess return for the Acme Cleveland Corporation.

References

Davison, A.C. and Hinkley, D.V. (1997) Bootstrap Methods and Their Application. Cambridge University Press.