retDD {PCRA}R Documentation

Stock with Ticker DD

Description

Weekly returns (RET) of stock with ticker DD for 1986 and 1987, along with market returns (MKT) and risk-free rate (RF).

Usage

data(retDD)

Format

Multivariate time series xts object

Source

Center for Research in Security Prices, LLC (CRSP), an Affiliate of the University of Chicago Booth School of Business.

Examples

library(PCRA)
library(zoo)
data(retDD)
head(retDD)
range(index(retDD))

[Package PCRA version 1.2 Index]