LSE.L2008 {DFA}R Documentation

Time series referring to the adjusted closing price of the London Stock Exchange Group plc (LSE.L) during the period which the United States faced the bear market of 2007-2009.

Description

Univariate vector of time series referring to the adjusted closing price of the London Stock Exchange Group plc (LSE.L) during the period which the United States faced the bear market of 2007-2009, considered the worst bear market this side of the Great Depression. The crash, which unfolded from Oct. 9, 2007 to March 9, 2009, obliterated more than half of the total value of the U.S. stock market. During this period, the S&P 500 lost approximately a half of its value and threatened the very existence of iconic companies from General Motors to Merrill Lynch.

Usage

data("LSE.L2008")

Format

The format is: num [1:332] 1172 1176 1165 1163 1163 ...

Source

Yahoo Finance

References

https://money.com/bear-market-anniversary/

Examples

library(DFA)
data("LSE.L2008")

[Package DFA version 0.9.0 Index]