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21 to 30 of 364 Results
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
ndsig2nT.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: 66d254637301ae652e5e263ccadfac4f
2a. Data - monthly volatility series - only 2026 largest firms
FIRM volatility based on daily returns, ASCII raw numbers file
ndsig2nT.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:uJJrrFOKVgYktYFdARXgVQ==
2a. Data - monthly volatility series - only 2026 largest firms
FIRM volatility based on daily returns
qdsig2eT.dat
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 3.0 KB - MD5: 576ee447a2747b7fb070844238760d6e
2e. Data - quarterly volatility series
IND volatility based on daily returns, ASCII raw nubers file
qdsig2eT.tab
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Tabular Data - 2.8 KB - 3 Variables, 142 Observations - UNF:3:Paj+jV6igi/2HrIdyOJoRQ==
2e. Data - quarterly volatility series
IND volatility based on daily returns
qdsig2mT.dat
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 3.0 KB - MD5: 90393bcff29979080518040072039e4a
2e. Data - quarterly volatility series
MKT volatility based on daily returns, ASCII raw numbers file
qdsig2mT.tab
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Tabular Data - 2.8 KB - 3 Variables, 142 Observations - UNF:3:WxgkVRII3CcHqKJgma7Mlw==
2e. Data - quarterly volatility series
MKT volatility based on daily returns
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