News

June 2024

The journey begins!

The CaPiRe data are on-line!
We are thrilled to announce the first release of the CaPiRe data including a small collection of realized variables for the Dow Jones Industrial Average constituents, which are made available, at the daily frequency, from January 2003 to June 2024.
Access to the data is free, it requires only a registration to the Data Repository. Stay tuned for future updates where additional quantities (robust to staleness) will be made available. The update of the data is planned to take place, ideally, every quarter.