crsp.returns8 {PCRA}R Documentation

crsp.returns8

Description

Monthly returns of 8 stocks with tickers GHI, PBCI, MODI, MGJ, MAT, EMN, AMAT, AMGN from 1997 to 2001

Usage

data(crsp.returns8)

Format

A multivariate xts object

Source

Center for Research in Security Prices, LLC (CRSP), an Affiliate of the University of Chicago Booth School of Business. NOTE: CRSP data is not covered by the GPL. Redistribution of the data in any form is not permitted, and use of the data in derivative works is not permitted without the written permission of CRSP.

Examples

library(PCRA)
library(zoo)
data(crsp.returns8)
names(crsp.returns8)
dim(crsp.returns8)
range(index(crsp.returns8))

[Package PCRA version 1.2 Index]