barnstable_analysis_data.xlsx#
Monthly market and risk-free returns from CRSP/WRDS for the Barnstable and Long-Run Risk case study.
Source |
CRSP — Center for Research in Security Prices (via WRDS) |
Years |
1926-2025 |
Frequency |
M |
Vintage |
Rolling — refreshed by re-running the builder |
Rebuild |
|
Provenance |
Existing nonmissing observations preserved; 2025 appended from canonical CRSP CIZ/WRDS snapshot. Twelve historical TB1M gaps repaired from WRDS by calendar-month alignment, verified 2026-10-13. |
Used in this book#
Barnstable and Long-Run Risk — Dynamics (Case Studies)
Solution - Barnstable and Long-Run Risk — Dynamics (Case Studies)
TA Review - Dynamics — Dynamics (TA Reviews)
Files in this book#
barnstable_analysis_data.xlsx