Dataset for 'Vasicek and Blume Betas: Back to the Future'.
Dataset
- Diana Raicov (Creator)
- Mr Richard Trafford (Other)
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.
The data are embargoed until 30/06/20.
| Date made available | 2 Feb 2019 |
|---|---|
| Publisher | University of Portsmouth |
| Temporal coverage | 31 Dec 1986 - 30 Sep 2011 |
| Date of data production | 1 Jul 2012 - 30 Sep 2012 |
Documents
Read_Me_190218_Dataset_Detail_for_Vasicek_and_Blume_Betas_Back_to_the_Future.txt.docx
13.6 KB, Word document
Licence: CC BY
Related information
Outputs
Vasicek and Blume Betas: Back to the Future Part I
Research output: Contribution to journal › Article
Vasicek and Blume Betas: Back to the Future Part II
Research output: Contribution to journal › Article
ID: 13026211
