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

Published: Jan 3, 1996

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

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.

Poterba, James, and Schwert, William. Persistence of Volatility and Stock Market Fluctuations, and Expected Stock Returns and Volatility. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1996-01-03. https://doi.org/10.3886/ICPSR01009.v1

Export Citation:

  • RIS (generic format for RefWorks, EndNote, etc.)
  • EndNote

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

1996-01-03

1996-01-03

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.

ICPSR logo

This study is provided by ICPSR. ICPSR provides leadership and training in data access, curation, and methods of analysis for a diverse and expanding social science research community.