Description

Monthly simple returns of the stocks of International Business Machines (IBM) and Coca Cola (KO) and the S&P Composite index (SP). The sample period is from January 1961 to December 2011. The original data were from the Center for Research in Security Prices (CRSP) of the University of Chicago. The files has four columns. They are dates, IBM, SP, and KO.

Usage

Format

A 2-d list containing 612x4 observations. The files has four columns. They are dates, IBM, SP, and KO.

Source

World Almanac and Book of Facts, 1975, page 406.