FIN3018
Financial Econometrics and Data Science
Group Project Data Description

November 2022
Dr. Han, Dun (d.han@qub.ac.uk)

Download the csv table FIN3018_Assignment.csv from Canvas.

This table contains monthly stock information of approximately 60 stocks in US market.
The time period of the data covers from Jan. 2017 to Dec. 2018. The descriptions of
each variable are as follow:
Variable Name Description
Stock_ID Stock code of the firm
Firm_name Name of the firm
Mon The month
SandP Value of S&P 500 index at the end of the month
Inflation A measure of inflation of the month
MoneySupply A measure of narrow money supply of the month
Coupon Fitted yield on a 1 year zero coupon bond at the end of the
month
BookMarket The book value to market value ratio of the firm at the end of
the month
Capitalization The capitalization of the firm at the end of the month. (Should
equals to unit share price * volume)
Price Unit price of the stock at the end of the month