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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

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.

Access 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.

Dataset(s)

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Study Description

Citation

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

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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.

Methodology

Version(s)

Original ICPSR Release:   1996-01-03

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Utilities

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