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51 to 60 of 370 Results

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
wsig2nt.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:B7PU39ABL2GcHwW/HumNQA== 2d. Data - monthly volatility series - value-weighted FIRM volatility based on weekly returns
bonddata.zip Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? ZIP Archive - 32.1 KB - MD5: fc1f701ee11c90a9d3b05b585e2f1f71 2. Data All files in this study, zip file format
campbellviceira_aer2001.pdf Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? Adobe PDF - 3.9 MB - MD5: 5a5515edaa1a3eafa7779663fced63fb 1. Documentation Published version of the paper for this study, pdf format
cpi_splice.asc Dec 2, 2007 - Replication data for: Who Should Buy Long-Term Bonds? Plain Text - 8.7 KB - MD5: 765370beb0ac2e0a6fd8db50e9e30a3f 2. Data Data file, ASCII file format

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 -

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 -