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2012 Mar 10
1
Generating abnormal returns in R
...OR.PA" , "FNC.MI" , "MRW.L" , "MAP.MC" , "ML.PA" , "IMT.L" , "EBK.DE" , "PP.PA" , "ACN" , "BTI" , "CRG.IR" , "CPG.L" , "BN.PA" , "NG.L" , "T7L.BE" , "HEIA.AS" , "ACS.MC" , "LG.PA" , "STAN.L" , "ALU.PA" , "FRE.MU" , "SW.PA" , "WOS.L" , "AKZA.AS" , "HEN.MU") for( series in tickers ){ print(series) close <- get.hist.quote(instrument=series,retclass="zo...