Answered By: Bobray Bordelon Last Updated: Mar 16, 2017 Views: 24
Answered By: Bobray Bordelon
Last Updated: Mar 16, 2017 Views: 24
- WRDS Beta Suite
- Click on CRSP ->
- Select Portfolio Assignment.
- Select Beta Deciles
- Under step 3, select the appropriate market.
- Under step 4, choose BETAV and Date.
- Older betas are in Value Line.
- 1968-1983 in Firestone stacks (F) HG4501.V26.
- 1982-1987 in (RECAP) MICROFILM S00693.
- 1997-2008 (Expanded) in MICROFICHE 1817
- 1987-2008 is on Microfiche 1065.
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