spx_ret_1995.csv

spx_ret_1995.csv#

Daily S&P 500 index return series since 1995; companion to crsp_stock_data_1995.csv for the CAPM appendix.

Source

CRSP — Center for Research in Security Prices (via WRDS)

Years

1995-2024

Frequency

D

Vintage

Pinned — the dated filename freezes this pull

Provenance

One-off CRSP/WRDS cut; builder not in canonical.

Used in this book#

  • CAPM — The CAPM (Appendix)

Files in this book#

  • spx_ret_1995.csv

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