CRSPmon

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

datasets

Data sets for econometrics, including political science.

Spencer Graves

Ecdat

Data Sets for Econometrics

CRSPmon function

A time series containing :<dl>
 <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

Monthly Returns from the CRSP Database — CRSPmon

A time series containing :<dl>
 <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>

CRSPmon: Monthly Returns from the CRSP Database

Description

Usage

Arguments

Format

References

See Also