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

Diana Raicov (Creator)
Richard Trafford (Other)

Dataset

Description

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 available	2 Feb 2019
Publisher	University of Portsmouth
Temporal coverage	31 Dec 1986 - 30 Sept 2011
Date of data production	1 Jul 2012 - 30 Sept 2012

Contact person

Richard Trafford

DOI
10.17029/e93fa7e2-ffd2-4e19-8e7e-d43e036ff54c

Access Dataset

Read_Me_190218_Dataset_Detail_for_Vasicek_and_Blume_Betas_Back_to_the_Future.txt.docx
File: application/vnd.openxmlformats-officedocument.wordprocessingml.document, 13.6 KB
Type: Text
Licence: CC BY

Vasicek and Blume Betas: Back to the Future Part I
Raicov, D. & Trafford, R., Mar 2019, In: The Value Examiner. Jan/Feb, p. 13-22
Research output: Contribution to journal › Article › peer-review

Open Access
Vasicek and Blume Betas: Back to the Future Part II
Raicov, D. & Trafford, R., 17 May 2019, In: The Value Examiner. March/April, p. 12-22
Research output: Contribution to journal › Article › peer-review

Open Access

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