Dataset Groups Activity Stream CRSP US Sector Indices The dataset used in this paper is the CRSP US Total Market Index and 11 constituent sector indices. BibTex: @dataset{Bryan_Lim_and_Stefan_Zohren_and_Stephen_Roberts_2024, abstract = {The dataset used in this paper is the CRSP US Total Market Index and 11 constituent sector indices.}, author = {Bryan Lim and Stefan Zohren and Stephen Roberts}, doi = {10.57702/32bu9rcq}, institution = {No Organization}, keyword = {'CRSP US Total Market Index', 'Financial Data', 'Sector Indices'}, month = {dec}, publisher = {TIB}, title = {CRSP US Sector Indices}, url = {https://service.tib.eu/ldmservice/dataset/crsp-us-sector-indices}, year = {2024} }
