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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
Readme.txt
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Plain Text - 1.3 KB - MD5: 8ffbbb508710cc1bbb40ba339092ab44
1. Documentation
Detailed information on the files used in this study, text file format
wsig2et.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: a2d63679289adb6a3a9c23e58cc257dc
2d. Data - monthly volatility series - value-weighted
IND volatility based on weekly returns, ASCII raw numbers file
wsig2et.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:mjtg2E5f1bPue5pNgbHgfQ==
2d. Data - monthly volatility series - value-weighted
IND volatility based on weekly returns
wsig2mt.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: 37e67252c0213774f476ca64d0b9cb9d
2d. Data - monthly volatility series - value-weighted
MKT volatility based on weekly returns, ASCII raw numbers file
wsig2mt.tab
Apr 6, 2008 - Replication data for: Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Tabular Data - 37.7 KB - 3 Variables, 426 Observations - UNF:3:t28WbFIpCrkEW4/qnOE6hQ==
2d. Data - monthly volatility series - value-weighted
MKT volatility based on weekly returns
wsig2nt.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: f0bb680d784ed676445da81555c079b0
2d. Data - monthly volatility series - value-weighted
FIRM volatility based on weekly returns, ASCII raw numbers file
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