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Persistence of Volatility and Stock Market Fluctuations, and Expected Stock Returns and Volatility (ICPSR 1009)
Principal Investigator(s): Poterba, James, National Bureau of Economic, Research, Inc.; Schwert, William, University of Rochester
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.
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.
These data are freely available.
Persistent URL: http://doi.org/10.3886/ICPSR01009.v1
Scope of Study
Subject Terms: stock market conditions, stock markets, stock prices
Data Collection Notes:
These data were shared by Poterba, Schwert, et al., for the cited publications.
Original ICPSR Release: 1996-01-03
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