Final Project Data

Last updated: May 29, 1997.

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Datastream Data

Note: not all of the requested data was retrieved. The following describes the data that Ning could not find:

The file is attached. A couple of concerns: First, the datastream code
lookups displayed several codes for NEC. I'm not sure which one was the
company your students wanted and chose the one indicated by US$. However,
only dividend and stock quotes are avaiable for NEC. If it's not the one
your students need, please let me know the entire company name. Second, I
didn't find any codes for two datatypes on your list: cash flows and
debt-to-asset. On the datatype help index, there are net cash and
price/cash flow ratio. Are they the type of data needed? 

Three files are attached.  On the exchange spreadsheet, USDOLLAR is not
found on DS.  Please let me know which exchange rate you need so that I
can search for the correct code.  On the interest spreadsheet, USRCN30 was
not found on DS.  Since it is labeled as 30 YR bond on your spreadsheet, I
extracted two bond series: USBD30Y and FRTCM30.  Please also check if they
are the data your students want.

There are nine files attached this time.  The following company prices are
not available on Datastream:

American Airlines
Eastern
Branif
Horizon
Digital
Fred Myer
Bank of America
Deloitte & Touche
PUblic Services of New Hampshire
Pcific Gas and Electric
US Steel
RJR Nabisco
Macy's 

If you require additional data please email me. The following Excel spreadsheet files contain monthly data from 1981.01 - 1997.01.

• 483data.xls.

• finance.xls

• price.xls

• exchange.xls

• nwstock.xls

• macro.xls

• airlines.xls

• ip.xls

• interest.xls

• indauto.xls

• cpi.xls

• T-bill.xls

• utility.xls

• retail.xls

• foodagri.xls

• computer.xls

• 30yrbond.xls

Berndt Data

This is the data that we have been using for the lab assignments. It is monthly data from 1978 - 1987. For those doing multi-factor models, I have some data for macro-factors that you can use.

• capm.wf1. Eviews workfile containing monthly stock returns on a number of companies, the market and the riskfree rate over the period 1978-1987.

• cpi.db. Monthly data on the CPI from 1978-1987.

• poil.db. Monthly data on the price of domestic crude oil from 1978-1987.

• frbind.db. Monthly data on the Federal Reserve Board index of industrial production from 1978-1987.

NYCTA Data

• Rapid.wf1

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