MATLAB MT Assignment 1

From Kevin Sheppard

Contents

Assignment

MT Assignments Pdf_small_icon.png

Solution

Assignment 1
Assignment 1 Answer Pdf_small_icon.png
Assignment 1 Answer Matlab_small_icon.png

Data (MATLAB Format)

Google Daily Data from 2008 Matlab_small_icon.png
Google Intra-Daily Data from September 17, 2008 Matlab_small_icon.png
Value Weighted Market Returns Matlab_small_icon.png

Data (Excel Format)

Google Daily Data from 2008 Excel_small_icon.gif
Google Intra-Daily Data from September 17, 2008 Zip_small_icon.png
Value Weighted Market Returns Excel_small_icon.gif

Note: My solution uses the function c2mdate. (c2mdate Matlab_small_icon.png)

Using WRDS

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