Persistence of Volatility and Stock Market Fluctuations, and Expected Stock Returns and Volatility (ICPSR 1009)

Version Date: Jan 3, 1996

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Principal Investigator(s):
James Poterba, National Bureau of Economic, Research, Inc.; William Schwert, University of Rochester

https://doi.org/10.3886/ICPSR01009.v1

Version V1

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Summary

These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.

Citation

Poterba, James, and Schwert, William. Persistence of Volatility and Stock Market Fluctuations, and Expected Stock Returns and Volatility. [distributor], 1996-01-03. https://doi.org/10.3886/ICPSR01009.v1

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Data Collection Notes

  1. These data were shared by Poterba, Schwert, et al., for the cited publications.

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Original Release Date

1996-01-03

Version History

2018-02-15 The citation of this study may have changed due to the new version control system that has been implemented. The previous citation was:
  • Poterba, James, and William Schwert. Persistence of Volatility and Stock Market Fluctuations, and Expected Stock Returns and Volatility. ICPSR01009-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1996-01-03. http://doi.org/10.3886/ICPSR01009.v1
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Notes

  • These data are flagged as replication datasets and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.

  • The public-use data files in this collection are available for access by the general public. Access does not require affiliation with an ICPSR member institution.