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qmsig2mT.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: 316c7eadc3395f62869c2c6df0d6edc8
2e. Data - quarterly volatility series
MKT volatility based on monthly returns, ASCII raw numbers file
qmsig2mT.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:3:4adX7wzM9DX3Wd2JhPcRjA==
2e. Data - quarterly volatility series
MKT volatility based on monthly returns
qmsig2nT.dat
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 2.8 KB - MD5: d224cc954cbc870f7b76b1d8819fab18
2e. Data - quarterly volatility series
FIRM volatility based on monthly returns, ASCII raw numbers file
qmsig2nT.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:3:74WARZ/qWtc/HKkOlL3dow==
2e. Data - quarterly volatility series
FIRM volatility based on monthly returns
qwsig2eT.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: 53f22882df3612e832e67d51f6f1e7f7
2e. Data - quarterly volatility series
IND volatility based on weekly returns, ASCII raw numbers file
qwsig2eT.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:cnNDIKWIF4dB9jc4NSo8lw==
2e. Data - quarterly volatility series
IND volatility based on weekly returns
qwsig2mT.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: 123cc0ae57f971eebfa747d276cec5de
2e. Data - quarterly volatility series
MKT volatility based on weekly returns, ASCII raw numbers file
qwsig2mT.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:pnwmicB8helOjyLTS1KcmA==
2e. Data - quarterly volatility series
MKT volatility based on weekly returns
qwsig2nT.dat
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 2.8 KB - MD5: a12c09dcb2169c09ca656343277238fd
2e. Data - quarterly volatility series
FIRM volatility based on weekly returns, ASCII raw numbers file
qwsig2nT.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:3:03znFyLp3BBN+0VXu2Qlbg==
2e. Data - quarterly volatility series
FIRM volatility based on weekly returns
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