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1 to 10 of 364 Results
campbelletal_jf2001.pdf
campbelletal_jf2001.pdf
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Adobe PDF - 856.3 KB - MD5: f78e56e70c4ffd01201325d3017ea9b2
1. Documentation
The original article for this study, pdf format
disg2nt.tab
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Tabular Data - 8.4 KB - 3 Variables, 426 Observations - UNF:3:3ARxg9245WKgzD4xUjC+wA==
2d. Data - monthly volatility series - value-weighted
FIRM volatility based on daily returns
dsig2eit.dat
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 547.5 KB - MD5: 8f4eec99f35f67501fcf5228b714fc9d
2c. Data - monthly volatility series for individual industries
IND volatility based on daily returns, ASCII raw numbers file
dsig2eit.tab
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Tabular Data - 466.0 KB - 4 Variables, 20796 Observations - UNF:3:U2GsdS6A/5/0wP9vE+IgAg==
2c. Data - monthly volatility series for individual industries
IND volatility based on daily returns
dsig2et.dat
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 9.6 KB - MD5: 980d0343951ce231ad44ed46d84c2b16
2d. Data - monthly volatility series - value-weighted
IND volatility based on daily returns, ASCII raw numbers file
dsig2et.tab
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Tabular Data - 8.4 KB - 3 Variables, 426 Observations - UNF:3:PaKyD/TEpajigbLNB+bX8Q==
2d. Data - monthly volatility series - value-weighted
IND volatility based on daily returns
dsig2mt.dat
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 9.6 KB - MD5: be855ed0a08fe42f2b39a0ac374f7d8e
2d. Data - monthly volatility series - value-weighted
MKT volatility based on daily returns, ASCII raw numbers file
dsig2mt.tab
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Tabular Data - 8.4 KB - 3 Variables, 426 Observations - UNF:3:CsD7s3AqcIMsC5xx4YXDMQ==
2d. Data - monthly volatility series - value-weighted
MKT volatility based on daily returns
dsig2nit.dat
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 547.4 KB - MD5: 434ec893a9c6dfa45b423a7e27029582
2c. Data - monthly volatility series for individual industries
FIRM volatility based on daily returns, ASCII raw numbers file
dsig2nit.tab
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Tabular Data - 466.2 KB - 4 Variables, 20796 Observations - UNF:3:2fKcraeLvPdNAgSNu75TEA==
2c. Data - monthly volatility series for individual industries
FIRM volatility based on daily returns
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