CRSPmon

monthly observations from 1969-1 to 1998-12
number of observations : 360
observation : production units
country : United States

datasets

Spencer Graves

Ecdat

Data Sets for Econometrics

CRSPmon function

A time serie containing :<dl class="dl-horizontal">
 <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

Monthly Returns from the CRSP Database — CRSPmon

A time serie containing :<dl class='dl-horizontal'>
 <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>

CRSPmon: Monthly Returns from the CRSP Database

Description

Usage

Arguments

Format

References

See Also