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- Sat Sep 12, 2015 12:38 pm
- Forum: Data Manipulation
- Topic: Cross-Sectional Pooled Data Collected at varying time period
- Replies: 0
- Views: 2039
Cross-Sectional Pooled Data Collected at varying time period
Hi, I am conducting an honors project which tests the CAPM's beta. I need to run several multivariate regressions. I have pooled cross-sectional data collected as follows: At any point in time, I will have the top 100 stocks (on the JSE - South Africa's stock exchange) - i.e. if say "Tiger Bran...