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11 to 20 of 364 Results

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
edsig2mt.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:cpt/OCKVs9Ab6ANoFlwG7A== 2b. Data - monthly volatility series - equally weighted MKT volatility based on daily returns
edsig2nt.dat Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk Plain Text - 8.4 KB - MD5: 299f6b3a3d74aee156d52239fc80181a 2b. Data - monthly volatility series - equally weighted FIRM volatility based on daily returns, ASCII raw numbers file
edsig2nt.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:g5BNEwqroEWmg5pjzup2XA== 2b. Data - monthly volatility series - equally weighted FIRM volatility based on daily returns
John Y. Campbell-Data PASS Deposit Agreement.pdf Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk Adobe PDF - 169.9 KB - MD5: c705ca062eac1ef95c6c45cfdda3471d 3. Detailed Usage Terms Legal agreement between the data depositor and the Murray Archive
msig2et.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: a5b6a0d479fe6329ab95806671e889dd 2d. Data - monthly volatility series - value-weighted IND volatility based on monthly returns, ASCII raw numbers file
msig2et.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:3:3Mo4S47dmLPABQRb8U9Umg== 2d. Data - monthly volatility series - value-weighted IND volatility based on monthly 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 -

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 -

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