Dataset for 'Vasicek and Blume Betas: Back to the Future'.



    UK FTSE share price data and calculation spreadsheets forming the basis for the evaluation of a number of CAPM Betas.
    The data are embargoed until 30/06/20.
    Date made available2 Feb 2019
    PublisherUniversity of Portsmouth
    Temporal coverage31 Dec 1986 - 30 Sept 2011
    Date of data production1 Jul 2012 - 30 Sept 2012

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