Current Research - Data Sets
Parameters for 10% MSL model
dsall1_1.xls
dsall1_2.xls
dsall10_1.xls
dsall10_2.xls
dsall2p5_1.xls
dsall2p5_2.xls
dsall5_1.xls
dsall5_2.xls
Residuals for 10% MSL model
dslres1_1.xls
dslres1_2.xls
dslres10_1.xls
dslres10_2.xls
dslres2p5_1.xls
dslres2p5_2.xls
dslres5_1.xls
dslres5_2.xls
Foreign company return data
kl_cnt1.xls
kl_cnt2.xls
kl_stk1.xls
kl_stk2.xls
us_stk.xls
usmkt.xls