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z3269110 - Table A Time Series of Daily Stock Prices Date...

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Table A: Time Series of Daily Stock Prices Date BHP CBA RIO WBC 20090227 28.83 29.80 47.25 16.89 20090302 27.95 28.51 44.23 16.30 20090303 27.29 28.29 44.02 16.07 20090304 27.11 27.27 43.47 15.70 20090305 28.31 27.33 45.75 15.79 20090306 27.65 27.00 45.70 15.70 20090309 29.12 26.64 47.50 15.90 20090310 29.28 27.78 48.30 16.45 20090311 30.50 28.61 49.80 16.87 20090312 30.35 28.67 50.17 16.60 20090313 31.66 30.25 52.02 16.95 20090316 31.00 31.00 50.75 17.13 20090317 31.90 32.47 52.01 17.71 20090318 31.08 32.70 47.50 17.74 20090319 31.25 34.00 45.49 18.20 20090320 32.18 34.00 46.85 18.17 20090323 33.32 35.08 50.53 18.95 20090324 33.80 34.38 53.37 19.14 20090325 33.26 35.38 53.93 19.62 20090326 33.78 34.75 54.70 19.60 20090327 34.01 35.00 56.88 19.14 20090330 32.55 34.70 57.20 19.20 20090331 31.91 34.73 56.57 19.09 20090401 32.10 34.63 55.40 19.42 20090402 33.38 35.35 57.96 19.90 20090403 34.60 36.06 60.40 20.40 20090406 34.00 36.82 59.10 20.70 20090407 32.70 36.32 53.18 20.30 20090408 31.78 34.87 52.81 20.01 20090409 32.45 35.60 53.80 20.00 20090414 33.04 36.56 56.74 20.67 20090415 33.54 36.26 57.35 20.71 20090416 33.21 36.76 58.05 20.38 20090417 33.41 37.00 59.12 20.22 20090420 32.88 36.50 57.90 20.26 20090421 31.56 35.88 54.53 19.74 20090422 31.49 36.49 55.25 19.99 20090423 32.48 36.99 58.60 20.50 20090424 32.05 35.96 59.88 20.22 20090427 32.41 35.75 59.93 20.00 20090428 32.08 35.48 61.60 19.70 20090429 32.27 34.51 61.35 18.85 20090430 33.27 35.11 64.43 19.20 20090501 33.00 35.05 64.18 18.95 20090504 33.82 36.60 67.30 19.50 20090505 34.48 36.22 70.98 19.50 20090506 33.90 36.02 69.11 19.96 20090507 35.69 36.08 71.04 20.31 20090508 35.31 36.74 71.60 20.60 20090511 35.28 36.68 69.28 20.45 20090512 34.31 36.60 68.48 20.38 20090513 34.43 36.74 65.25 20.60
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20090514 32.30 35.47 57.60 20.20 20090515 33.34 35.82 61.88 20.45 20090518 32.90 35.50 61.15 19.52 20090519 33.86 36.15 63.77 20.06 20090520 34.20 36.20 64.79 19.69 20090521 34.40 35.60 66.64 19.44 20090522 33.46 35.51 64.44 19.38 20090525 33.87 34.80 64.08 18.68 20090526 34.29 35.45 65.46 19.14 20090527 34.65 35.13 64.35 18.80 20090528 34.02 33.95 63.99 18.44 20090529 34.66 35.14 64.54 18.87 20090601 35.74 36.16 66.33 18.94 20090602 36.70 36.33 69.00 18.76 20090603 37.03 36.80 71.60 19.17 20090604 35.11 36.79 66.90 19.14 20090605 38.18 36.51 72.49 19.23 20090609 36.50 36.99 70.61 19.35 20090610 37.70 37.96 73.03 19.79 20090611 38.27 37.44 77.05 19.74 20090612 38.04 37.80 77.20 19.92 20090615 37.00 38.21 75.50 19.87 20090616 36.46 38.10 73.23 19.86 20090617 35.66 37.70 57.68 19.60 20090618 34.70 38.07 52.52 19.91 20090619 34.70 38.50 50.72 20.11 20090622 35.25 38.70 50.00 20.13 20090623 33.80 37.22 48.61 19.22 20090624 33.73 37.03 49.60 19.21 20090625 34.52 37.55 51.79 19.51 20090626 34.18 38.66 51.00 20.00 20090629 33.90 38.92 50.27 19.78 20090630 34.72 39.00 52.20 20.25 20090701 33.90 38.09 51.60 19.68 20090702 34.30 37.42 51.75 19.58 20090703 33.43 37.19 49.60 19.32 20090706 32.62 37.05 48.50 19.08 20090707 32.25 36.99 47.35 19.10 20090708 32.14 37.26 48.20 19.12 20090709 32.29 37.10 47.60 19.16 20090710 32.65 37.45 48.36 19.15 20090713 32.20 36.72 46.63 18.91 20090714 33.79 38.30 49.10 19.65 20090715 34.30 38.82 50.08 19.96 20090716 34.91 39.41 52.40 20.18 20090717 35.20 39.49 52.48 20.26 20090720 36.00 39.90 53.40 20.24 20090721 36.19 39.75 54.92 20.31 20090722 36.90 39.10 55.81 19.82 20090723 37.10 38.93 57.49 19.61 20090724 37.51 39.75 57.55 20.09 20090727 37.85 40.17 59.74 20.22 20090728 38.02 40.02 59.40 20.78 20090729 37.43 39.90 58.00 20.81
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20090730 37.15 41.62 58.10 21.37 20090731 37.85 42.80 60.40 21.69 20090803 38.07 43.65 60.29 22.10 20090804 38.84 44.51 62.88 22.20 20090805 38.15 43.23 60.77 22.07 20090806 38.79 44.35 61.90 22.93 20090807 38.00 44.45 60.57 22.83 20090810 37.76 43.84 58.55 22.66 20090811 37.60 43.93 57.90 23.02 20090812 37.99 45.32 58.00 23.33 20090813 38.26 47.53 58.80 24.25 20090814 38.26 47.02 59.99 24.40 20090817 37.13 45.30 57.10 23.88 20090818 37.26 45.30 56.90 23.74 20090819 36.71 44.94 58.20 23.54 20090820 37.13 44.98 58.03 23.31 20090821 36.61 43.55 56.31 22.74 20090824 38.18 44.61 58.98 23.73 20090825 37.80 44.31 58.40 23.41 20090826 38.15 44.62 58.94 23.65 20090827 37.65 44.75 57.16 24.00 20090828 37.85 45.15 57.30 24.31 20090831 36.80 46.00 56.11 24.37 20090901 37.29 46.31 57.36 24.85 20090902 36.64 45.51 56.10 24.27 20090903 36.70 44.98 55.39 24.24 20090904 36.62 45.68 55.25 24.34 20090907 36.78 45.89 56.54 24.13 20090908 37.58 46.83 57.79 24.54 20090909 37.69 46.65 58.18 24.27 20090910 38.00 47.28 58.85 24.39 20090911 38.30 47.60 59.23 24.52 20090914 37.84 46.67 58.05 24.09 20090915 38.25 46.51 58.98 23.80 20090916 39.00 48.40 60.18 24.55 20090917 39.59 49.29 61.50 24.87 20090918 38.70 49.09 61.00 24.91 20090921 38.08 48.90 60.69 24.88 20090922 38.00 48.87 60.36 24.96 20090923 38.35 50.00 61.74 25.30 20090924 37.72 50.00 60.92 25.56 20090925 37.55 51.30 59.98 26.17 20090928 37.10 51.04 58.65 26.10 20090929 37.99 52.10 59.67 26.43 20090930 37.73 51.75 59.24 26.25 20091001 37.20 50.90 58.90 25.91 20091002 36.20 50.00 57.19 25.10 20091005 36.32 49.68 56.85 24.67 20091006 36.65 49.50 57.73 25.18 20091007 37.81 51.30 60.75 25.51 20091008 38.16 52.97 61.30 26.30 20091009 37.85 53.16 61.50 26.12 20091012 37.89 52.64 61.30 25.84 20091013 38.24 53.65 62.19 26.31
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20091014 38.40 54.97 63.25 26.80 20091015 39.20 55.28 64.92 26.96 20091019 39.08 54.51 64.65 26.30 20091020 39.91 54.90 66.80 26.48 20091021 39.83 54.43 66.60 26.37 20091022 39.66 54.54 66.80 26.50 20091023 40.20 56.24 67.50 27.30 20091026 39.73 55.98 66.91 27.53 20091027 38.85 55.15 65.02 27.23 20091028 38.40 53.03 64.10 26.70 20091029 37.13 51.45 60.98 26.10 20091030 37.45 52.25 63.78 26.37 20091102 36.71 50.91 62.79 25.59 20091103 36.74 51.28 62.81 25.43 20091104 36.94 51.37 63.43 25.79 20091105 36.44 51.85 62.59 25.89 20091106 37.40 52.71 65.00 26.55 20091109 37.61 55.08 65.75 26.28 20091110 38.49 55.55 67.45 26.40 20091111 39.10 55.00 68.60 26.28 20091112 39.55 54.60 69.84 26.04 20091113 39.01 54.33 69.52 25.82 20091116 40.10 53.96 72.88 25.29 20091117 40.50 52.64 73.40 24.70 20091118 40.60 52.30 72.60 24.66 20091119 40.85 53.08 72.60 24.68 20091120 40.03 52.76 71.22 24.20 20091123 40.46 52.80 73.78 24.15 20091124 40.23 52.74 71.89 23.96 20091125 41.19 52.58 71.70 24.37 20091126 41.80 52.38 70.65 24.05 20091127 40.39 50.60 68.55 23.13 20091130 41.30 52.80 71.66 24.14 20091201 41.34 53.85 71.40 24.18 20091202 41.92 54.70 73.54 24.27 20091203 42.47 54.11 73.51 24.46 20091204 41.40 53.96 71.85 24.04 20091207 40.61 53.79 71.59 23.89 20091208 41.05 53.09 71.90 23.85 20091209 40.55 52.86 70.90 23.59 20091210 39.96 52.51 69.80 23.77 20091211 40.50 52.50 70.18 23.56 20091214 40.65 52.80 70.51 23.71 20091215 41.10 52.72 70.85 23.80 20091216 41.05 52.67 70.80 23.60 20091217 41.41 52.08 71.65 23.35 20091218 40.95 52.15 70.57 23.35 20091221 40.95 52.15 70.57 23.35 20091222 41.65 52.59 72.75 24.15 20091223 41.92 53.00 73.28 24.68 20091224 42.47 53.87 73.50 25.39 20091229 42.92 54.50 74.42 25.40 20091230 42.70 54.42 74.64 25.27 20091231 43.08 54.93 74.92 25.33
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20100104 43.08 54.87 74.92 25.30 20100105 43.28 55.70 76.35 25.51 20100106 43.82 55.98 78.58 25.39 20100107 43.77 55.44 79.00 25.05 20100108 43.62 56.16 79.01 25.15 20100111 44.47 56.57 80.00 25.18 20100112 43.49 56.57 78.37 25.18 20100113 43.12 56.01 77.12 25.10 20100114 43.78 56.79 79.15 25.38 20100115 43.65 58.10 78.62 25.50 20100118 43.44 58.05 78.32 26.01 20100119 43.31 56.64 77.95 25.70 20100120 43.41 56.56 78.04 25.48 20100121 42.67 56.56 75.55 25.61 20100122 41.70 55.75 72.94 25.38 20100125 41.25 55.15 73.34 24.92 20100127 40.30 54.63 69.90 24.33 20100128 40.70 55.10 71.44 24.58 20100129 39.40 53.23 68.00 23.86 20100201 39.20 52.98 67.41 23.53 20100202 40.46 53.55 71.01 23.60 20100203 41.50 53.41 72.00 23.47 20100204 40.99 52.95 70.12 23.13 20100205 39.55 52.67 66.60 22.61 20100208 39.60 52.77 67.18 23.25 20100209 39.85 52.72 66.99 22.88 20100210 39.88 51.83 67.94 22.74 20100211 40.35 53.00 69.72 22.97 20100212 40.82 52.30 71.94 23.20 20100215 40.66 51.58 70.57 23.30 20100216 40.55 51.51 70.58 24.74 20100217 41.39 53.18 72.92 25.43 20100218 40.93 53.00 72.10 25.39 20100219 41.00 52.81 71.00 25.46 20100222 42.16 54.13 72.51 26.12 20100223 42.11 54.55 72.75 26.36 20100224 40.88 54.00 70.40 25.76 20100225 40.45 53.18 69.40 25.69 20100226 41.10 53.92 70.50 26.13 Table B: Time Series of Daily Stock Returns Date BHP CBA RIO WBC 20090302 -0.0310 -0.0443 -0.0660 -0.0356 20090303 -0.0239 -0.0077 -0.0048 -0.0142 20090304 -0.0066 -0.0367 -0.0126 -0.0233 20090305 0.0433 0.0022 0.0511 0.0057 20090306 -0.0236 -0.0121 -0.0011 -0.0057 20090309 0.0518 -0.0134 0.0386 0.0127 20090310 0.0055 0.0419 0.0167 0.0340 20090311 0.0408 0.0294 0.0306 0.0252 20090312 -0.0049 0.0021 0.0074 -0.0161 20090313 0.0423 0.0536 0.0362 0.0209 20090316 -0.0211 0.0245 -0.0247 0.0106 20090317 0.0286 0.0463 0.0245 0.0333
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20090318 -0.0260 0.0071 -0.0907 0.0017 20090319 0.0055 0.0390 -0.0432 0.0256 20090320 0.0293 0.0000 0.0295 -0.0016 20090323 0.0348 0.0313 0.0756 0.0420 20090324 0.0143 -0.0202 0.0547 0.0100 20090325 -0.0161 0.0287 0.0104 0.0248 20090326 0.0155 -0.0180 0.0142 -0.0010 20090327 0.0068 0.0072 0.0391 -0.0237 20090330 -0.0439 -0.0086 0.0056 0.0031 20090331 -0.0199 0.0009 -0.0111 -0.0057 20090401 0.0059 -0.0029 -0.0209 0.0171 20090402 0.0391 0.0206 0.0452 0.0244 20090403 0.0359 0.0199 0.0412 0.0248 20090406 -0.0175 0.0209 -0.0218 0.0146 20090407 -0.0390 -0.0137 -0.1055 -0.0195 20090408 -0.0285 -0.0407 -0.0070 -0.0144 20090409 0.0209 0.0207 0.0186 -0.0005 20090414 0.0180 0.0266 0.0532 0.0330 20090415 0.0150 -0.0082 0.0107 0.0019 20090416 -0.0099 0.0137 0.0121 -0.0161 20090417 0.0060 0.0065 0.0183 -0.0079 20090420 -0.0160 -0.0136 -0.0209 0.0020 20090421 -0.0410
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