The Turkish stock exchange index, was recorded daily from
1/1/1988 to 31/12/1998.
The daily returns, ret=log(I_(i+1)/I_(i)), were obtained for i = 1,2,...,2868.
Usage
data(tse)
Arguments
docType
data
References
Ricard D. F. Harris and C. Coskun Kucukozen
The Empirical Distribution of Stock returns: Evidence from a Emerging European Market,
Applied Economic Letters, 2001,8, pages 367-371.