tenstocks function

Monthly simple returns of ten U.S. stocks

Monthly simple returns of ten U.S. stocks

Monthly simple returns of ten U.S. stocks. The sample period is from January 2001 to December 2011. Tick symbols of the ten stocks are used as column names for the returns. data

Format

A 2-d list containing 132x11 observations.

Source

The original data were from Center for Research in Security Prices (CRSP) of the University of Chicago. The first column denotes the dates.

  • Maintainer: Ruey S. Tsay
  • License: Artistic License 2.0
  • Last published: 2022-04-11

Useful links