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Risk Aversion and Determinants of Stock Market Behavior Data

Resource Type
Dataset : survey data
  • Pindyck, Robert S. (Massachusetts Institute of Technology)
Other Title
  • Archival Version (Subtitle)
Publication Date
Free Keywords
risk assessment; stock markets
  • Abstract

    These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
  • Table of Contents


    • DS1: Dataset
Collection Mode
  • The data files are in MicroTSP format and appear as two MicroTSP work files. All of the annual data series are in the work file, STOCKA, and all of the monthly data series are in the work file, STOCKM. For someone using MicroTSP, the easiest way to access the data is through these work files. The series are also included individually as MicroTSP "DB" files. These are basically ASCII files and can be read directly without MicroTSP.

This version of the study is no longer available on the web. If you need to acquire this version of the data, you have to contact ICPSR User Support (
Alternative Identifiers
  • 1001 (Type: ICPSR Study Number)
  • Is previous version of
    DOI: 10.3886/ICPSR01001.v1
  • Pindyck, Robert S.. Risk aversion and determinants of stock market behavior. Review of Economics and Statistics.70, (2), 183-190.1988.
    • ID: (URL)

Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15

Pindyck, Robert S. (1996): Risk Aversion and Determinants of Stock Market Behavior Data. Archival Version. Version: v0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset.