Stock Return Panel: 441 Stocks Across 6037 Dates

This dataset contains returns for 441 stocks (identified by their PERMNO codes), adjusted for dividends, over 6037 time periods. Each column corresponds to a unique stock, and the first column is the date of observation.

Usage

returns_441

Format

An object of class data.frame with 6037 rows and 442 columns.

Details

A data frame with 6037 rows and 442 columns:

Date: Date of the return observation (format: YYYY-MM-DD). PERMNO_*: Each remaining column corresponds to one stock's return.