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Characteristics of one hundred NASDAQ stocks studied; data covers twenty nine companies over the period 4 Jan. 1993–31 Dec. 1996, and seventy one companies (marked with *) over the period 3 Jan. 1994–30 Nov. 1995.

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Figshare2015-12-02 更新2026-04-29 收录
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Companies range in average market capitalisation from to , and are ranked in order of decreasing average value of ITT (). We include all trades occurring during regular NASDAQ trading hours (9.30am–4pm EST), excluding public holidays and weekends.

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2015-12-02
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