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11 to 20 of 370 Results
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
dsig2nt.dat
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 8.8 KB - MD5: 6a75e3934aaa410b6cb0639d820bf9b4
2d. Data - monthly volatility series - value-weighted
FIRM volatility based on daily returns, ASCII raw numbers file
edsig2eT.dat
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 9.2 KB - MD5: a0f812e5262c483210867c12b87c41c3
2b. Data - monthly volatility series - equally weighted
IND volatility based on daily returns, ASCII raw numbers file
edsig2eT.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:K7+xUVseagtdiC6x/eua1Q==
2b. Data - monthly volatility series - equally weighted
IND volatility based on daily returns
edsig2mt.dat
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 9.2 KB - MD5: 12933c49ee9430d2be0c02cb23d97a0f
2b. Data - monthly volatility series - equally weighted
MKT volatility based on daily returns, ASCII raw numbers file
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