Persistence of Volatility and Stock Market Fluctuations, and Expected Stock Returns and Volatility (ICPSR 1009)
Version Date: Jan 3, 1996 View help for published
Principal Investigator(s): View help for 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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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.
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Data Collection Notes View help for Data Collection Notes
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These data were shared by Poterba, Schwert, et al., for the cited publications.
Original Release Date View help for Original Release Date
1996-01-03
Version History View help for 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
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.