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

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 available2 Feb 2019
PublisherUniversity of Portsmouth
Temporal coverage31 Dec 1986 - 30 Sep 2011
Date of data production1 Jul 2012 - 30 Sep 2012
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ID: 13026211