Risk Aversion and Determinants of Stock Market Behavior Data (ICPSR 1001)

Version Date: Jan 3, 1996

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Principal Investigator(s):
Robert S. Pindyck, Massachusetts Institute of Technology

https://doi.org/10.3886/ICPSR01001.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

Pindyck, Robert S. Risk Aversion and Determinants of Stock Market Behavior Data. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1996-01-03. https://doi.org/10.3886/ICPSR01001.v1

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Subject Terms

Distributor(s)

Inter-university Consortium for Political and Social Research
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Data Collection Notes

  1. The data files are in MicroTSP format and appear as two MicroTSP work files. All of the annual data series are in the work file, STOCKA, and all of the monthly data series are in the work file, STOCKM. For someone using MicroTSP, the easiest way to access the data is through these work files. The series are also included individually as MicroTSP "DB" files. These are basically ASCII files and can be read directly without MicroTSP.

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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:

  • Pindyck, Robert S. Risk Aversion and Determinants of Stock Market Behavior Data. ICPSR01001-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1996-01-03. http://doi.org/10.3886/ICPSR01001.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.

  • ICPSR usually offers files in multiple formats for researchers to be able to access data and documentation in formats that work well within their needs. If you have questions about the accessibility of materials distributed by ICPSR or require further assistance, please visit ICPSR’s Accessibility Center.