John Y. Campbell Dataverse

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21 to 30 of 370 Results

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
msig2nt.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: fdd31c16064829413c61481169335a31 2d. Data - monthly volatility series - value-weighted FIRM volatility based on monthly returns, ASCII raw numbers file
msig2nt.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:3:8xFRt4Q5PjcP6xCwiewSig== 2d. Data - monthly volatility series - value-weighted FIRM volatility based on monthly returns
ndsig2eT.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: 6519f14288d19e73d9ff1443e19a8d2a 2a. Data - monthly volatility series - only 2026 largest firms IND volatility based on daily returns, ASCII raw numbers file
ndsig2eT.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:3:7ZLKrlQ6uOt+4n0BqLGSSQ== 2a. Data - monthly volatility series - only 2026 largest firms IND volatility based on daily returns

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 -

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 -

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