number of years

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selin1000
Posts: 40
Joined: Tue Mar 06, 2012 1:56 pm

number of years

Postby selin1000 » Tue Aug 07, 2012 11:19 am

Good afternoon!

I just need some feedback about empirical research(asset pricing)... How many years of data would you recommend if a researcher employs daily observations? How about with monthly or yearly observations? Are there any typical cut-offs? ı

I am using daily data for seven years and have 1910 observations in order to understand the determinants of stock returns. Do you think its enough or too much?

I just wanted to get some feedback :) Thanks a lot!

Selin

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