Auflistung External Research Data nach Schlagwort "predictability"

Anzeige der Dokumente 1-7 von 7

    • Amit Goyal 

      Unbekannter Autor
      We use the price-dividend ratio of the aggregate stock market provided on Amit Goyal’s webpage. 

    • Compustat 

      Unbekannter Autor
      Compustat (from Standard & Poor's) provides annual and quarterly income statements, balance sheets, statements and supplemental data on North American public companies.

    • CRSP 

      Unbekannter Autor
      Our portfolio of stock, indexes, mutual fund, treasury, and REIT market databases is relied on by academicians whose research and publications must withstand rigorous analysis for accuracy. Quantitative analysts in the ...

    • Hao Zhou Webpage 

      Unbekannter Autor
      The variance risk premium taken from Hao Zhou’s homepage.

    • Kenneth French 

      Unbekannter Autor
      The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy ...

    • OptionMetrics 

      Unbekannter Autor
      OptionMetrics is the financial industry's premier provider of quality historical option price data, tools, and analytics. Currently, over 300 institutional subscribers and universities rely on our products as their main ...

    • TAQ 

      Unbekannter Autor
      NYSE Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National ...