Analysis of Financial Data

Appendix B. Data directory

Data file	Content	Data type	Chapter
ADVERT.XLS	Sales and advertising expenditure	Cross-sectional, N = 84 companies	Chapter 5
BADNEWS.XLS	Market cap. and oil price	Time Series, T = 60 months	Chapter 8
CAPM.XLS	Excess returns for Company A and the stock market	Time series, T = 120 months	Chapters 4, 5 and 6
CAY.XLS	Consumption, assets and income	Time series, T = 206 quarters	Chapter 11
CORMAT.XLS	Artificial variables labeled Y, X and Z	Cross-sectional, N = 20	Chapter 3
EQUITY.XLS	Firm share value, debt, sales, income, assets, SEO dummy	Cross-sectional, N = 309 companies	Chapters 3, 4, 5 and 7
EX34.XLS	Artificial variables labeled Y, X1, X2, and X3	Cross-sectional, N = 20	Chapter 3
EX46.XLS	Artificial variables labeled Y and X	Cross-sectional, N = 50	Chapter 4
EXECUTIVE.XLS	Executive compensation, profits, changes in sales and change in debts	Cross-sectional, N = 70 companies	Chapters 2, 3, 4, 5 and 6
EXRUK.XLS	UK pound/US dollar exchange rate	Time series, January 1947 through October, 1996, T = 598 months	Chapter 2
FIG51.XLS	Artificial variables labeled X and Y	Cross-sectional, N = 5	Chapter 5
FIG52.XLS	Artificial variables labeled X and Y	Cross-sectional, N = 100	Chapter 5
FIG53.XLS	Artificial variables labeled X and Y	Cross-sectional, N = 100	Chapter 5
FIG54.XLS	Artificial variables labeled X and Y	Cross-sectional, N = 100	Chapter 5
FIG95.XLS	Artificial variable created with φ = 0	Time series, T = 100	Chapter 9
FIG96.XLS	Artificial variable created with φ = 0.8	Time series, T = 100	Chapter 9
FIG97.XLS	Artificial variable ...