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SP500

Returns on Standard \& Poor's 500 Index

Description

daily observations from 1981–01 to 1991–04

number of observations : 2783

Usage

data(SP500)

Format

A dataframe containing :

r500

daily return S\&P500 (change in log index)

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons.

See Also

Ecdat

Data Sets for Econometrics

v0.3-9
GPL (>= 2)
Authors
Yves Croissant <yves.croissant@let.ish-lyon.cnrs.fr> and Spencer Graves
Initial release
2020-11-02

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