{"date":19460131,"ret.all.vw":0.06331,"ret.all.ew":0.09468,"ret.nyse.vw":0.06331,"ret.nyse.ew":0.09468,"dy.nyse":0.03397,"tbill":0.00028} {"date":19460228,"ret.all.vw":-0.05785,"ret.all.ew":-0.06691,"ret.nyse.vw":-0.05785,"ret.nyse.ew":-0.06691,"dy.nyse":0.03647,"tbill":0.00028} {"date":19460330,"ret.all.vw":0.05872,"ret.all.ew":0.05792,"ret.nyse.vw":0.05872,"ret.nyse.ew":0.05792,"dy.nyse":0.03461,"tbill":0.00028} {"date":19460430,"ret.all.vw":0.0429,"ret.all.ew":0.05211,"ret.nyse.vw":0.0429,"ret.nyse.ew":0.05211,"dy.nyse":0.03341,"tbill":0.00028} {"date":19460531,"ret.all.vw":0.03986,"ret.all.ew":0.05475,"ret.nyse.vw":0.03986,"ret.nyse.ew":0.05475,"dy.nyse":0.03203,"tbill":0.00028} {"date":19460628,"ret.all.vw":-0.03914,"ret.all.ew":-0.04889,"ret.nyse.vw":-0.03914,"ret.nyse.ew":-0.04889,"dy.nyse":0.03362,"tbill":0.00028} {"date":19460731,"ret.all.vw":-0.02547,"ret.all.ew":-0.04084,"ret.nyse.vw":-0.02547,"ret.nyse.ew":-0.04084,"dy.nyse":0.03515,"tbill":0.00028} {"date":19460830,"ret.all.vw":-0.06392,"ret.all.ew":-0.07533,"ret.nyse.vw":-0.06392,"ret.nyse.ew":-0.07533,"dy.nyse":0.03805,"tbill":0.00028} {"date":19460930,"ret.all.vw":-0.1002,"ret.all.ew":-0.13555,"ret.nyse.vw":-0.1002,"ret.nyse.ew":-0.13555,"dy.nyse":0.04294,"tbill":0.00028} {"date":19461031,"ret.all.vw":-0.01416,"ret.all.ew":-0.01181,"ret.nyse.vw":-0.01416,"ret.nyse.ew":-0.01181,"dy.nyse":0.04415,"tbill":0.00028} {"date":19461130,"ret.all.vw":0.0012,"ret.all.ew":-0.00263,"ret.nyse.vw":0.0012,"ret.nyse.ew":-0.00263,"dy.nyse":0.04402,"tbill":0.00028} {"date":19461231,"ret.all.vw":0.05092,"ret.all.ew":0.04691,"ret.nyse.vw":0.05092,"ret.nyse.ew":0.04691,"dy.nyse":0.04473,"tbill":0.00026} {"date":19470131,"ret.all.vw":0.01513,"ret.all.ew":0.0302,"ret.nyse.vw":0.01513,"ret.nyse.ew":0.0302,"dy.nyse":0.0444,"tbill":0.00028} {"date":19470228,"ret.all.vw":-0.01158,"ret.all.ew":-0.0071,"ret.nyse.vw":-0.01158,"ret.nyse.ew":-0.0071,"dy.nyse":0.04632,"tbill":0.00028} {"date":19470331,"ret.all.vw":-0.01706,"ret.all.ew":-0.03043,"ret.nyse.vw":-0.01706,"ret.nyse.ew":-0.03043,"dy.nyse":0.04761,"tbill":0.00028} {"date":19470430,"ret.all.vw":-0.04787,"ret.all.ew":-0.08168,"ret.nyse.vw":-0.04787,"ret.nyse.ew":-0.08168,"dy.nyse":0.0506,"tbill":0.00028} {"date":19470529,"ret.all.vw":-0.01,"ret.all.ew":-0.03732,"ret.nyse.vw":-0.01,"ret.nyse.ew":-0.03732,"dy.nyse":0.05272,"tbill":0.00028} {"date":19470630,"ret.all.vw":0.05365,"ret.all.ew":0.0571,"ret.nyse.vw":0.05365,"ret.nyse.ew":0.0571,"dy.nyse":0.05091,"tbill":0.00028} {"date":19470731,"ret.all.vw":0.04124,"ret.all.ew":0.06167,"ret.nyse.vw":0.04124,"ret.nyse.ew":0.06167,"dy.nyse":0.04906,"tbill":0.00028} {"date":19470829,"ret.all.vw":-0.01751,"ret.all.ew":-0.01717,"ret.nyse.vw":-0.01751,"ret.nyse.ew":-0.01717,"dy.nyse":0.05093,"tbill":0.00026} {"date":19470930,"ret.all.vw":-0.00442,"ret.all.ew":0.00578,"ret.nyse.vw":-0.00442,"ret.nyse.ew":0.00578,"dy.nyse":0.05233,"tbill":0.00061} {"date":19471031,"ret.all.vw":0.02461,"ret.all.ew":0.03316,"ret.nyse.vw":0.02461,"ret.nyse.ew":0.03316,"dy.nyse":0.05142,"tbill":0.00065} {"date":19471129,"ret.all.vw":-0.01831,"ret.all.ew":-0.0293,"ret.nyse.vw":-0.01831,"ret.nyse.ew":-0.0293,"dy.nyse":0.05564,"tbill":0.00068} {"date":19471231,"ret.all.vw":0.03019,"ret.all.ew":0.02386,"ret.nyse.vw":0.03019,"ret.nyse.ew":0.02386,"dy.nyse":0.05501,"tbill":0.00073} {"date":19480131,"ret.all.vw":-0.03727,"ret.all.ew":-0.01628,"ret.nyse.vw":-0.03727,"ret.nyse.ew":-0.01628,"dy.nyse":0.05743,"tbill":0.00077} {"date":19480228,"ret.all.vw":-0.04344,"ret.all.ew":-0.05945,"ret.nyse.vw":-0.04344,"ret.nyse.ew":-0.05945,"dy.nyse":0.06096,"tbill":0.00078} {"date":19480331,"ret.all.vw":0.08276,"ret.all.ew":0.09584,"ret.nyse.vw":0.08276,"ret.nyse.ew":0.09584,"dy.nyse":0.05778,"tbill":0.0008} {"date":19480430,"ret.all.vw":0.03777,"ret.all.ew":0.04015,"ret.nyse.vw":0.03777,"ret.nyse.ew":0.04015,"dy.nyse":0.05612,"tbill":0.00081} {"date":19480528,"ret.all.vw":0.07458,"ret.all.ew":0.08763,"ret.nyse.vw":0.07458,"ret.nyse.ew":0.08763,"dy.nyse":0.05224,"tbill":0.00082} {"date":19480630,"ret.all.vw":-0.00018,"ret.all.ew":-0.01253,"ret.nyse.vw":-0.00018,"ret.nyse.ew":-0.01253,"dy.nyse":0.05364,"tbill":0.00081} {"date":19480730,"ret.all.vw":-0.05042,"ret.all.ew":-0.05373,"ret.nyse.vw":-0.05042,"ret.nyse.ew":-0.05373,"dy.nyse":0.0562,"tbill":0.00081} {"date":19480831,"ret.all.vw":0.00385,"ret.all.ew":-0.00182,"ret.nyse.vw":0.00385,"ret.nyse.ew":-0.00182,"dy.nyse":0.05764,"tbill":0.00086} {"date":19480930,"ret.all.vw":-0.02954,"ret.all.ew":-0.04279,"ret.nyse.vw":-0.02954,"ret.nyse.ew":-0.04279,"dy.nyse":0.06039,"tbill":0.00048} {"date":19481030,"ret.all.vw":0.06006,"ret.all.ew":0.0532,"ret.nyse.vw":0.06006,"ret.nyse.ew":0.0532,"dy.nyse":0.05797,"tbill":0.00087} {"date":19481130,"ret.all.vw":-0.09063,"ret.all.ew":-0.10632,"ret.nyse.vw":-0.09063,"ret.nyse.ew":-0.10632,"dy.nyse":0.06585,"tbill":0.00093} {"date":19481231,"ret.all.vw":0.0322,"ret.all.ew":0.0137,"ret.nyse.vw":0.0322,"ret.nyse.ew":0.0137,"dy.nyse":0.06508,"tbill":0.00092} {"date":19490131,"ret.all.vw":0.00304,"ret.all.ew":0.01775,"ret.nyse.vw":0.00304,"ret.nyse.ew":0.01775,"dy.nyse":0.06511,"tbill":0.00093} {"date":19490228,"ret.all.vw":-0.02946,"ret.all.ew":-0.0413,"ret.nyse.vw":-0.02946,"ret.nyse.ew":-0.0413,"dy.nyse":0.06882,"tbill":0.00092} {"date":19490331,"ret.all.vw":0.04152,"ret.all.ew":0.05931,"ret.nyse.vw":0.04152,"ret.nyse.ew":0.05931,"dy.nyse":0.06697,"tbill":0.00094} {"date":19490430,"ret.all.vw":-0.01787,"ret.all.ew":-0.03149,"ret.nyse.vw":-0.01787,"ret.nyse.ew":-0.03149,"dy.nyse":0.06875,"tbill":0.00093} {"date":19490531,"ret.all.vw":-0.02744,"ret.all.ew":-0.04317,"ret.nyse.vw":-0.02744,"ret.nyse.ew":-0.04317,"dy.nyse":0.0718,"tbill":0.00092} {"date":19490630,"ret.all.vw":0.00309,"ret.all.ew":-0.00771,"ret.nyse.vw":0.00309,"ret.nyse.ew":-0.00771,"dy.nyse":0.07243,"tbill":0.00088} {"date":19490729,"ret.all.vw":0.05585,"ret.all.ew":0.06202,"ret.nyse.vw":0.05585,"ret.nyse.ew":0.06202,"dy.nyse":0.06868,"tbill":0.00083} {"date":19490831,"ret.all.vw":0.02659,"ret.all.ew":0.02602,"ret.nyse.vw":0.02659,"ret.nyse.ew":0.02602,"dy.nyse":0.06824,"tbill":0.00085} {"date":19490930,"ret.all.vw":0.03183,"ret.all.ew":0.04325,"ret.nyse.vw":0.03183,"ret.nyse.ew":0.04325,"dy.nyse":0.06568,"tbill":0.00086} {"date":19491031,"ret.all.vw":0.03122,"ret.all.ew":0.03902,"ret.nyse.vw":0.03122,"ret.nyse.ew":0.03902,"dy.nyse":0.06278,"tbill":0.00084} {"date":19491130,"ret.all.vw":0.01884,"ret.all.ew":0.0094,"ret.nyse.vw":0.01884,"ret.nyse.ew":0.0094,"dy.nyse":0.06556,"tbill":0.00088} {"date":19491231,"ret.all.vw":0.0521,"ret.all.ew":0.07012,"ret.nyse.vw":0.0521,"ret.nyse.ew":0.07012,"dy.nyse":0.06241,"tbill":0.00087} {"date":19500131,"ret.all.vw":0.01728,"ret.all.ew":0.04029,"ret.nyse.vw":0.01728,"ret.nyse.ew":0.04029,"dy.nyse":0.0616,"tbill":0.00091} {"date":19500228,"ret.all.vw":0.01463,"ret.all.ew":0.0161,"ret.nyse.vw":0.01464,"ret.nyse.ew":0.0161,"dy.nyse":0.0617,"tbill":0.00093} {"date":19500331,"ret.all.vw":0.0122,"ret.all.ew":-0.00177,"ret.nyse.vw":0.0122,"ret.nyse.ew":-0.00177,"dy.nyse":0.06135,"tbill":0.00092} {"date":19500429,"ret.all.vw":0.04026,"ret.all.ew":0.04744,"ret.nyse.vw":0.04026,"ret.nyse.ew":0.04744,"dy.nyse":0.0588,"tbill":0.00094} {"date":19500531,"ret.all.vw":0.04369,"ret.all.ew":0.03318,"ret.nyse.vw":0.04369,"ret.nyse.ew":0.03318,"dy.nyse":0.0583,"tbill":0.00096} {"date":19500630,"ret.all.vw":-0.05794,"ret.all.ew":-0.07574,"ret.nyse.vw":-0.05794,"ret.nyse.ew":-0.07574,"dy.nyse":0.062,"tbill":0.00095} {"date":19500731,"ret.all.vw":0.01612,"ret.all.ew":0.05064,"ret.nyse.vw":0.01612,"ret.nyse.ew":0.05064,"dy.nyse":0.06127,"tbill":0.00094} {"date":19500831,"ret.all.vw":0.0507,"ret.all.ew":0.05189,"ret.nyse.vw":0.0507,"ret.nyse.ew":0.05189,"dy.nyse":0.06266,"tbill":0.00106} {"date":19500929,"ret.all.vw":0.0488,"ret.all.ew":0.05501,"ret.nyse.vw":0.0488,"ret.nyse.ew":0.05501,"dy.nyse":0.06113,"tbill":0.00108} {"date":19501031,"ret.all.vw":-0.00111,"ret.all.ew":-0.0055,"ret.nyse.vw":-0.00111,"ret.nyse.ew":-0.0055,"dy.nyse":0.0616,"tbill":0.00105} {"date":19501130,"ret.all.vw":0.02852,"ret.all.ew":0.03162,"ret.nyse.vw":0.02852,"ret.nyse.ew":0.03162,"dy.nyse":0.06592,"tbill":0.00112} {"date":19501230,"ret.all.vw":0.0577,"ret.all.ew":0.08454,"ret.nyse.vw":0.0577,"ret.nyse.ew":0.08454,"dy.nyse":0.06332,"tbill":0.00111} {"date":19510131,"ret.all.vw":0.05824,"ret.all.ew":0.07625,"ret.nyse.vw":0.05824,"ret.nyse.ew":0.07625,"dy.nyse":0.06034,"tbill":0.00111} {"date":19510228,"ret.all.vw":0.01443,"ret.all.ew":0.01159,"ret.nyse.vw":0.01443,"ret.nyse.ew":0.01159,"dy.nyse":0.06097,"tbill":0.00108} {"date":19510331,"ret.all.vw":-0.02095,"ret.all.ew":-0.03389,"ret.nyse.vw":-0.02095,"ret.nyse.ew":-0.03389,"dy.nyse":0.06304,"tbill":0.00122} {"date":19510430,"ret.all.vw":0.04961,"ret.all.ew":0.04081,"ret.nyse.vw":0.04961,"ret.nyse.ew":0.04081,"dy.nyse":0.06014,"tbill":0.00113} {"date":19510531,"ret.all.vw":-0.02262,"ret.all.ew":-0.02492,"ret.nyse.vw":-0.02262,"ret.nyse.ew":-0.02492,"dy.nyse":0.06363,"tbill":0.00119} {"date":19510629,"ret.all.vw":-0.02532,"ret.all.ew":-0.04493,"ret.nyse.vw":-0.02532,"ret.nyse.ew":-0.04493,"dy.nyse":0.06575,"tbill":0.00123} {"date":19510731,"ret.all.vw":0.07117,"ret.all.ew":0.06333,"ret.nyse.vw":0.07117,"ret.nyse.ew":0.06333,"dy.nyse":0.06153,"tbill":0.00125} {"date":19510831,"ret.all.vw":0.04508,"ret.all.ew":0.04744,"ret.nyse.vw":0.04508,"ret.nyse.ew":0.04744,"dy.nyse":0.05919,"tbill":0.00129} {"date":19510928,"ret.all.vw":0.00918,"ret.all.ew":0.02363,"ret.nyse.vw":0.00918,"ret.nyse.ew":0.02363,"dy.nyse":0.05857,"tbill":0.00133} {"date":19511031,"ret.all.vw":-0.0224,"ret.all.ew":-0.02361,"ret.nyse.vw":-0.0224,"ret.nyse.ew":-0.02361,"dy.nyse":0.06052,"tbill":0.00106} {"date":19511130,"ret.all.vw":0.00592,"ret.all.ew":0.00719,"ret.nyse.vw":0.00592,"ret.nyse.ew":0.00719,"dy.nyse":0.0569,"tbill":0.00115} {"date":19511231,"ret.all.vw":0.0349,"ret.all.ew":0.01525,"ret.nyse.vw":0.0349,"ret.nyse.ew":0.01525,"dy.nyse":0.05438,"tbill":0.0014} {"date":19520131,"ret.all.vw":0.01691,"ret.all.ew":0.01749,"ret.nyse.vw":0.01691,"ret.nyse.ew":0.01749,"dy.nyse":0.05342,"tbill":0.00113} {"date":19520229,"ret.all.vw":-0.02498,"ret.all.ew":-0.02065,"ret.nyse.vw":-0.02498,"ret.nyse.ew":-0.02065,"dy.nyse":0.05635,"tbill":0.00102} {"date":19520331,"ret.all.vw":0.04559,"ret.all.ew":0.02886,"ret.nyse.vw":0.04559,"ret.nyse.ew":0.02886,"dy.nyse":0.05387,"tbill":0.00119} {"date":19520430,"ret.all.vw":-0.0489,"ret.all.ew":-0.04494,"ret.nyse.vw":-0.0489,"ret.nyse.ew":-0.04494,"dy.nyse":0.05705,"tbill":0.00133} {"date":19520529,"ret.all.vw":0.03287,"ret.all.ew":0.02451,"ret.nyse.vw":0.03287,"ret.nyse.ew":0.02451,"dy.nyse":0.05577,"tbill":0.00139} {"date":19520630,"ret.all.vw":0.03928,"ret.all.ew":0.03073,"ret.nyse.vw":0.03928,"ret.nyse.ew":0.03073,"dy.nyse":0.05387,"tbill":0.00145} {"date":19520731,"ret.all.vw":0.01148,"ret.all.ew":0.01065,"ret.nyse.vw":0.01148,"ret.nyse.ew":0.01065,"dy.nyse":0.05365,"tbill":0.00149} {"date":19520829,"ret.all.vw":-0.00658,"ret.all.ew":0.00006,"ret.nyse.vw":-0.00658,"ret.nyse.ew":0.00006,"dy.nyse":0.05386,"tbill":0.0014} {"date":19520930,"ret.all.vw":-0.01899,"ret.all.ew":-0.01516,"ret.nyse.vw":-0.01899,"ret.nyse.ew":-0.01516,"dy.nyse":0.05543,"tbill":0.00125} {"date":19521031,"ret.all.vw":-0.00546,"ret.all.ew":-0.01172,"ret.nyse.vw":-0.00546,"ret.nyse.ew":-0.01172,"dy.nyse":0.05556,"tbill":0.00117} {"date":19521128,"ret.all.vw":0.05879,"ret.all.ew":0.05564,"ret.nyse.vw":0.05879,"ret.nyse.ew":0.05564,"dy.nyse":0.05255,"tbill":0.0015} {"date":19521231,"ret.all.vw":0.03121,"ret.all.ew":0.02264,"ret.nyse.vw":0.03121,"ret.nyse.ew":0.02264,"dy.nyse":0.05121,"tbill":0.00161} {"date":19530130,"ret.all.vw":-0.00134,"ret.all.ew":0.02471,"ret.nyse.vw":-0.00134,"ret.nyse.ew":0.02471,"dy.nyse":0.05094,"tbill":0.0015} {"date":19530227,"ret.all.vw":-0.00171,"ret.all.ew":0.01203,"ret.nyse.vw":-0.00171,"ret.nyse.ew":0.01203,"dy.nyse":0.05188,"tbill":0.00167} {"date":19530331,"ret.all.vw":-0.01342,"ret.all.ew":-0.01049,"ret.nyse.vw":-0.01342,"ret.nyse.ew":-0.01049,"dy.nyse":0.05277,"tbill":0.00164} {"date":19530430,"ret.all.vw":-0.02747,"ret.all.ew":-0.02403,"ret.nyse.vw":-0.02747,"ret.nyse.ew":-0.02403,"dy.nyse":0.05409,"tbill":0.00171} {"date":19530529,"ret.all.vw":0.00714,"ret.all.ew":0.0059,"ret.nyse.vw":0.00714,"ret.nyse.ew":0.0059,"dy.nyse":0.05419,"tbill":0.00159} {"date":19530630,"ret.all.vw":-0.01666,"ret.all.ew":-0.03167,"ret.nyse.vw":-0.01666,"ret.nyse.ew":-0.03167,"dy.nyse":0.05557,"tbill":0.00138} {"date":19530731,"ret.all.vw":0.02533,"ret.all.ew":0.01757,"ret.nyse.vw":0.02533,"ret.nyse.ew":0.01757,"dy.nyse":0.05427,"tbill":0.00159} {"date":19530831,"ret.all.vw":-0.04409,"ret.all.ew":-0.05187,"ret.nyse.vw":-0.04409,"ret.nyse.ew":-0.05187,"dy.nyse":0.05727,"tbill":0.00146} {"date":19530930,"ret.all.vw":0.00305,"ret.all.ew":-0.011,"ret.nyse.vw":0.00305,"ret.nyse.ew":-0.011,"dy.nyse":0.05749,"tbill":0.00115} {"date":19531030,"ret.all.vw":0.04709,"ret.all.ew":0.03783,"ret.nyse.vw":0.04709,"ret.nyse.ew":0.03783,"dy.nyse":0.05486,"tbill":0.00077} {"date":19531130,"ret.all.vw":0.02827,"ret.all.ew":0.02132,"ret.nyse.vw":0.02827,"ret.nyse.ew":0.02132,"dy.nyse":0.05443,"tbill":0.00098} {"date":19531231,"ret.all.vw":0.00077,"ret.all.ew":-0.01544,"ret.nyse.vw":0.00077,"ret.nyse.ew":-0.01544,"dy.nyse":0.05523,"tbill":0.00106} {"date":19540129,"ret.all.vw":0.05246,"ret.all.ew":0.07168,"ret.nyse.vw":0.05246,"ret.nyse.ew":0.07168,"dy.nyse":0.05261,"tbill":0.00077} {"date":19540226,"ret.all.vw":0.01748,"ret.all.ew":0.01358,"ret.nyse.vw":0.01748,"ret.nyse.ew":0.01358,"dy.nyse":0.05203,"tbill":0.0007} {"date":19540331,"ret.all.vw":0.03725,"ret.all.ew":0.02915,"ret.nyse.vw":0.03725,"ret.nyse.ew":0.02915,"dy.nyse":0.05061,"tbill":0.00081} {"date":19540430,"ret.all.vw":0.04285,"ret.all.ew":0.01637,"ret.nyse.vw":0.04285,"ret.nyse.ew":0.01637,"dy.nyse":0.04861,"tbill":0.00054} {"date":19540528,"ret.all.vw":0.03157,"ret.all.ew":0.04315,"ret.nyse.vw":0.03157,"ret.nyse.ew":0.04315,"dy.nyse":0.0476,"tbill":0.0005} {"date":19540630,"ret.all.vw":0.01148,"ret.all.ew":0.01227,"ret.nyse.vw":0.01148,"ret.nyse.ew":0.01227,"dy.nyse":0.04751,"tbill":0.00049} {"date":19540730,"ret.all.vw":0.05037,"ret.all.ew":0.07199,"ret.nyse.vw":0.05037,"ret.nyse.ew":0.07199,"dy.nyse":0.04523,"tbill":0.00054} {"date":19540831,"ret.all.vw":-0.02252,"ret.all.ew":-0.00918,"ret.nyse.vw":-0.02252,"ret.nyse.ew":-0.00918,"dy.nyse":0.04735,"tbill":0.00085} {"date":19540930,"ret.all.vw":0.0643,"ret.all.ew":0.04431,"ret.nyse.vw":0.0643,"ret.nyse.ew":0.04431,"dy.nyse":0.04449,"tbill":0.00073} {"date":19541029,"ret.all.vw":-0.01621,"ret.all.ew":-0.00686,"ret.nyse.vw":-0.01621,"ret.nyse.ew":-0.00686,"dy.nyse":0.04552,"tbill":0.00058} {"date":19541130,"ret.all.vw":0.09529,"ret.all.ew":0.0922,"ret.nyse.vw":0.09529,"ret.nyse.ew":0.0922,"dy.nyse":0.04324,"tbill":0.00071} {"date":19541231,"ret.all.vw":0.05526,"ret.all.ew":0.08772,"ret.nyse.vw":0.05526,"ret.nyse.ew":0.08772,"dy.nyse":0.04087,"tbill":0.00079} {"date":19550131,"ret.all.vw":0.00699,"ret.all.ew":0.01412,"ret.nyse.vw":0.00699,"ret.nyse.ew":0.01412,"dy.nyse":0.04058,"tbill":0.00091} {"date":19550228,"ret.all.vw":0.03128,"ret.all.ew":0.04278,"ret.nyse.vw":0.03128,"ret.nyse.ew":0.04278,"dy.nyse":0.03991,"tbill":0.00088} {"date":19550331,"ret.all.vw":-0.00112,"ret.all.ew":0.00053,"ret.nyse.vw":-0.00112,"ret.nyse.ew":0.00053,"dy.nyse":0.04048,"tbill":0.00109} {"date":19550429,"ret.all.vw":0.03228,"ret.all.ew":0.0226,"ret.nyse.vw":0.03228,"ret.nyse.ew":0.0226,"dy.nyse":0.03926,"tbill":0.00124} {"date":19550531,"ret.all.vw":0.01186,"ret.all.ew":0.00781,"ret.nyse.vw":0.01186,"ret.nyse.ew":0.00781,"dy.nyse":0.0397,"tbill":0.00086} {"date":19550630,"ret.all.vw":0.0658,"ret.all.ew":0.03469,"ret.nyse.vw":0.0658,"ret.nyse.ew":0.03469,"dy.nyse":0.03737,"tbill":0.00109} {"date":19550729,"ret.all.vw":0.02028,"ret.all.ew":0.008,"ret.nyse.vw":0.02028,"ret.nyse.ew":0.008,"dy.nyse":0.03664,"tbill":0.00141} {"date":19550831,"ret.all.vw":0.00425,"ret.all.ew":0.00576,"ret.nyse.vw":0.00425,"ret.nyse.ew":0.00576,"dy.nyse":0.03753,"tbill":0.00165} {"date":19550930,"ret.all.vw":-0.00203,"ret.all.ew":-0.00775,"ret.nyse.vw":-0.00203,"ret.nyse.ew":-0.00775,"dy.nyse":0.03787,"tbill":0.00175} {"date":19551031,"ret.all.vw":-0.02573,"ret.all.ew":-0.01781,"ret.nyse.vw":-0.02573,"ret.nyse.ew":-0.01782,"dy.nyse":0.03888,"tbill":0.00167} {"date":19551130,"ret.all.vw":0.07156,"ret.all.ew":0.05526,"ret.nyse.vw":0.07156,"ret.nyse.ew":0.05526,"dy.nyse":0.03834,"tbill":0.0018} {"date":19551230,"ret.all.vw":0.01644,"ret.all.ew":0.02284,"ret.nyse.vw":0.01644,"ret.nyse.ew":0.02284,"dy.nyse":0.03806,"tbill":0.00201} {"date":19560131,"ret.all.vw":-0.02799,"ret.all.ew":-0.02075,"ret.nyse.vw":-0.02799,"ret.nyse.ew":-0.02075,"dy.nyse":0.03991,"tbill":0.00186} {"date":19560229,"ret.all.vw":0.03953,"ret.all.ew":0.03361,"ret.nyse.vw":0.03953,"ret.nyse.ew":0.03361,"dy.nyse":0.03889,"tbill":0.00164} {"date":19560329,"ret.all.vw":0.06818,"ret.all.ew":0.05138,"ret.nyse.vw":0.06818,"ret.nyse.ew":0.05138,"dy.nyse":0.03654,"tbill":0.00177} {"date":19560430,"ret.all.vw":0.00509,"ret.all.ew":0.00383,"ret.nyse.vw":0.00509,"ret.nyse.ew":0.00383,"dy.nyse":0.03653,"tbill":0.00215} {"date":19560531,"ret.all.vw":-0.04919,"ret.all.ew":-0.03996,"ret.nyse.vw":-0.04919,"ret.nyse.ew":-0.03996,"dy.nyse":0.03966,"tbill":0.002} {"date":19560629,"ret.all.vw":0.03716,"ret.all.ew":0.02171,"ret.nyse.vw":0.03716,"ret.nyse.ew":0.02171,"dy.nyse":0.03849,"tbill":0.00184} {"date":19560731,"ret.all.vw":0.05075,"ret.all.ew":0.03997,"ret.nyse.vw":0.05075,"ret.nyse.ew":0.03997,"dy.nyse":0.03716,"tbill":0.00169} {"date":19560831,"ret.all.vw":-0.03034,"ret.all.ew":-0.01816,"ret.nyse.vw":-0.03034,"ret.nyse.ew":-0.01816,"dy.nyse":0.03863,"tbill":0.002} {"date":19560928,"ret.all.vw":-0.04968,"ret.all.ew":-0.03594,"ret.nyse.vw":-0.04968,"ret.nyse.ew":-0.03594,"dy.nyse":0.04094,"tbill":0.00223} {"date":19561031,"ret.all.vw":0.00722,"ret.all.ew":0.00706,"ret.nyse.vw":0.00722,"ret.nyse.ew":0.00706,"dy.nyse":0.04147,"tbill":0.00204} {"date":19561130,"ret.all.vw":0.00461,"ret.all.ew":0.00528,"ret.nyse.vw":0.00461,"ret.nyse.ew":0.00528,"dy.nyse":0.04007,"tbill":0.00219} {"date":19561231,"ret.all.vw":0.03493,"ret.all.ew":0.02312,"ret.nyse.vw":0.03493,"ret.nyse.ew":0.02312,"dy.nyse":0.03917,"tbill":0.0025} {"date":19570131,"ret.all.vw":-0.03205,"ret.all.ew":0.00361,"ret.nyse.vw":-0.03205,"ret.nyse.ew":0.00361,"dy.nyse":0.04064,"tbill":0.00249} {"date":19570228,"ret.all.vw":-0.0187,"ret.all.ew":-0.0233,"ret.nyse.vw":-0.0187,"ret.nyse.ew":-0.0233,"dy.nyse":0.04216,"tbill":0.00238} {"date":19570329,"ret.all.vw":0.02409,"ret.all.ew":0.0225,"ret.nyse.vw":0.02409,"ret.nyse.ew":0.0225,"dy.nyse":0.04158,"tbill":0.00237} {"date":19570430,"ret.all.vw":0.04506,"ret.all.ew":0.02591,"ret.nyse.vw":0.04506,"ret.nyse.ew":0.02591,"dy.nyse":0.04021,"tbill":0.0025} {"date":19570531,"ret.all.vw":0.0366,"ret.all.ew":0.02226,"ret.nyse.vw":0.0366,"ret.nyse.ew":0.02226,"dy.nyse":0.03882,"tbill":0.00262} {"date":19570628,"ret.all.vw":-0.00511,"ret.all.ew":-0.00675,"ret.nyse.vw":-0.00511,"ret.nyse.ew":-0.00675,"dy.nyse":0.03934,"tbill":0.00253} {"date":19570731,"ret.all.vw":0.00892,"ret.all.ew":0.00561,"ret.nyse.vw":0.00892,"ret.nyse.ew":0.00561,"dy.nyse":0.03936,"tbill":0.00253} {"date":19570830,"ret.all.vw":-0.05,"ret.all.ew":-0.05019,"ret.nyse.vw":-0.05,"ret.nyse.ew":-0.05019,"dy.nyse":0.04158,"tbill":0.00253} {"date":19570930,"ret.all.vw":-0.05762,"ret.all.ew":-0.05298,"ret.nyse.vw":-0.05762,"ret.nyse.ew":-0.05298,"dy.nyse":0.04451,"tbill":0.00251} {"date":19571031,"ret.all.vw":-0.0411,"ret.all.ew":-0.06521,"ret.nyse.vw":-0.0411,"ret.nyse.ew":-0.06521,"dy.nyse":0.04645,"tbill":0.00276} {"date":19571129,"ret.all.vw":0.02546,"ret.all.ew":0.02103,"ret.nyse.vw":0.02546,"ret.nyse.ew":0.02103,"dy.nyse":0.04507,"tbill":0.00219} {"date":19571231,"ret.all.vw":-0.03745,"ret.all.ew":-0.04913,"ret.nyse.vw":-0.03745,"ret.nyse.ew":-0.04913,"dy.nyse":0.04715,"tbill":0.00221} {"date":19580131,"ret.all.vw":0.0499,"ret.all.ew":0.10648,"ret.nyse.vw":0.0499,"ret.nyse.ew":0.10648,"dy.nyse":0.0447,"tbill":0.00123} {"date":19580228,"ret.all.vw":-0.01412,"ret.all.ew":-0.01184,"ret.nyse.vw":-0.01412,"ret.nyse.ew":-0.01184,"dy.nyse":0.04582,"tbill":0.00091} {"date":19580331,"ret.all.vw":0.03379,"ret.all.ew":0.03592,"ret.nyse.vw":0.03379,"ret.nyse.ew":0.03592,"dy.nyse":0.04453,"tbill":0.00081} {"date":19580430,"ret.all.vw":0.03077,"ret.all.ew":0.03017,"ret.nyse.vw":0.03077,"ret.nyse.ew":0.03017,"dy.nyse":0.04333,"tbill":0.00097} {"date":19580529,"ret.all.vw":0.02457,"ret.all.ew":0.03948,"ret.nyse.vw":0.02457,"ret.nyse.ew":0.03948,"dy.nyse":0.04202,"tbill":0.00029} {"date":19580630,"ret.all.vw":0.02951,"ret.all.ew":0.03173,"ret.nyse.vw":0.02951,"ret.nyse.ew":0.03173,"dy.nyse":0.04117,"tbill":0.00056} {"date":19580731,"ret.all.vw":0.04491,"ret.all.ew":0.05417,"ret.nyse.vw":0.04491,"ret.nyse.ew":0.05417,"dy.nyse":0.03937,"tbill":0.00061} {"date":19580829,"ret.all.vw":0.01909,"ret.all.ew":0.02988,"ret.nyse.vw":0.01909,"ret.nyse.ew":0.02988,"dy.nyse":0.03829,"tbill":0.00157} {"date":19580930,"ret.all.vw":0.04864,"ret.all.ew":0.05224,"ret.nyse.vw":0.04864,"ret.nyse.ew":0.05224,"dy.nyse":0.03689,"tbill":0.00143} {"date":19581031,"ret.all.vw":0.0275,"ret.all.ew":0.03298,"ret.nyse.vw":0.0275,"ret.nyse.ew":0.03298,"dy.nyse":0.03588,"tbill":0.00125} {"date":19581128,"ret.all.vw":0.03053,"ret.all.ew":0.04211,"ret.nyse.vw":0.03053,"ret.nyse.ew":0.04211,"dy.nyse":0.03456,"tbill":0.00184} {"date":19581231,"ret.all.vw":0.05287,"ret.all.ew":0.03879,"ret.nyse.vw":0.05287,"ret.nyse.ew":0.03879,"dy.nyse":0.03272,"tbill":0.00205} {"date":19590130,"ret.all.vw":0.0092,"ret.all.ew":0.0415,"ret.nyse.vw":0.0092,"ret.nyse.ew":0.0415,"dy.nyse":0.03248,"tbill":0.00199} {"date":19590227,"ret.all.vw":0.01129,"ret.all.ew":0.02811,"ret.nyse.vw":0.01129,"ret.nyse.ew":0.02811,"dy.nyse":0.03212,"tbill":0.0019} {"date":19590331,"ret.all.vw":0.00451,"ret.all.ew":0.01222,"ret.nyse.vw":0.00451,"ret.nyse.ew":0.01222,"dy.nyse":0.03211,"tbill":0.00194} {"date":19590430,"ret.all.vw":0.03795,"ret.all.ew":0.02571,"ret.nyse.vw":0.03795,"ret.nyse.ew":0.02571,"dy.nyse":0.03084,"tbill":0.00223} {"date":19590529,"ret.all.vw":0.0195,"ret.all.ew":0.00821,"ret.nyse.vw":0.0195,"ret.nyse.ew":0.00821,"dy.nyse":0.0306,"tbill":0.00222} {"date":19590630,"ret.all.vw":0.00056,"ret.all.ew":0.00415,"ret.nyse.vw":0.00056,"ret.nyse.ew":0.00415,"dy.nyse":0.0308,"tbill":0.00219} {"date":19590731,"ret.all.vw":0.03419,"ret.all.ew":0.03006,"ret.nyse.vw":0.03419,"ret.nyse.ew":0.03006,"dy.nyse":0.02965,"tbill":0.0019} {"date":19590831,"ret.all.vw":-0.01244,"ret.all.ew":-0.01484,"ret.nyse.vw":-0.01244,"ret.nyse.ew":-0.01484,"dy.nyse":0.03057,"tbill":0.00282} {"date":19590930,"ret.all.vw":-0.04488,"ret.all.ew":-0.04576,"ret.nyse.vw":-0.04488,"ret.nyse.ew":-0.04576,"dy.nyse":0.03218,"tbill":0.00295} {"date":19591030,"ret.all.vw":0.01568,"ret.all.ew":0.02321,"ret.nyse.vw":0.01568,"ret.nyse.ew":0.02321,"dy.nyse":0.03159,"tbill":0.00249} {"date":19591130,"ret.all.vw":0.01845,"ret.all.ew":0.01504,"ret.nyse.vw":0.01845,"ret.nyse.ew":0.01504,"dy.nyse":0.03188,"tbill":0.00244} {"date":19591231,"ret.all.vw":0.02802,"ret.all.ew":0.02118,"ret.nyse.vw":0.02802,"ret.nyse.ew":0.02118,"dy.nyse":0.03135,"tbill":0.00335} {"date":19600129,"ret.all.vw":-0.06635,"ret.all.ew":-0.0392,"ret.nyse.vw":-0.06635,"ret.nyse.ew":-0.0392,"dy.nyse":0.03365,"tbill":0.00282} {"date":19600229,"ret.all.vw":0.0142,"ret.all.ew":0.00848,"ret.nyse.vw":0.0142,"ret.nyse.ew":0.00848,"dy.nyse":0.03365,"tbill":0.00313} {"date":19600331,"ret.all.vw":-0.01285,"ret.all.ew":-0.02488,"ret.nyse.vw":-0.01285,"ret.nyse.ew":-0.02488,"dy.nyse":0.03433,"tbill":0.00209} {"date":19600429,"ret.all.vw":-0.01533,"ret.all.ew":-0.01973,"ret.nyse.vw":-0.01533,"ret.nyse.ew":-0.01973,"dy.nyse":0.03493,"tbill":0.00238} {"date":19600531,"ret.all.vw":0.03398,"ret.all.ew":0.02555,"ret.nyse.vw":0.03398,"ret.nyse.ew":0.02555,"dy.nyse":0.03425,"tbill":0.00192} {"date":19600630,"ret.all.vw":0.02304,"ret.all.ew":0.02161,"ret.nyse.vw":0.02304,"ret.nyse.ew":0.02161,"dy.nyse":0.03361,"tbill":0.00142} {"date":19600729,"ret.all.vw":-0.02271,"ret.all.ew":-0.0196,"ret.nyse.vw":-0.02271,"ret.nyse.ew":-0.0196,"dy.nyse":0.03429,"tbill":0.00144} {"date":19600831,"ret.all.vw":0.03226,"ret.all.ew":0.03795,"ret.nyse.vw":0.03226,"ret.nyse.ew":0.03795,"dy.nyse":0.0341,"tbill":0.00165} {"date":19600930,"ret.all.vw":-0.05862,"ret.all.ew":-0.05952,"ret.nyse.vw":-0.05862,"ret.nyse.ew":-0.05952,"dy.nyse":0.03596,"tbill":0.00201} {"date":19601031,"ret.all.vw":-0.0048,"ret.all.ew":-0.02323,"ret.nyse.vw":-0.0048,"ret.nyse.ew":-0.02323,"dy.nyse":0.0362,"tbill":0.00125} {"date":19601130,"ret.all.vw":0.04849,"ret.all.ew":0.0465,"ret.nyse.vw":0.04849,"ret.nyse.ew":0.0465,"dy.nyse":0.03499,"tbill":0.00154} {"date":19601230,"ret.all.vw":0.04846,"ret.all.ew":0.03749,"ret.nyse.vw":0.04846,"ret.nyse.ew":0.03749,"dy.nyse":0.03288,"tbill":0.00171} {"date":19610131,"ret.all.vw":0.06388,"ret.all.ew":0.08205,"ret.nyse.vw":0.06388,"ret.nyse.ew":0.08205,"dy.nyse":0.03113,"tbill":0.00165} {"date":19610228,"ret.all.vw":0.03697,"ret.all.ew":0.06013,"ret.nyse.vw":0.03697,"ret.nyse.ew":0.06013,"dy.nyse":0.03008,"tbill":0.00201} {"date":19610330,"ret.all.vw":0.03058,"ret.all.ew":0.04989,"ret.nyse.vw":0.03058,"ret.nyse.ew":0.04989,"dy.nyse":0.02918,"tbill":0.00173} {"date":19610428,"ret.all.vw":0.00566,"ret.all.ew":0.00949,"ret.nyse.vw":0.00566,"ret.nyse.ew":0.00949,"dy.nyse":0.02891,"tbill":0.00157} {"date":19610531,"ret.all.vw":0.02581,"ret.all.ew":0.04157,"ret.nyse.vw":0.02581,"ret.nyse.ew":0.04157,"dy.nyse":0.0286,"tbill":0.0019} {"date":19610630,"ret.all.vw":-0.0285,"ret.all.ew":-0.04241,"ret.nyse.vw":-0.0285,"ret.nyse.ew":-0.04241,"dy.nyse":0.02933,"tbill":0.00172} {"date":19610731,"ret.all.vw":0.02992,"ret.all.ew":0.01152,"ret.nyse.vw":0.02992,"ret.nyse.ew":0.01152,"dy.nyse":0.02844,"tbill":0.00131} {"date":19610831,"ret.all.vw":0.02688,"ret.all.ew":0.02136,"ret.nyse.vw":0.02688,"ret.nyse.ew":0.02136,"dy.nyse":0.02853,"tbill":0.00169} {"date":19610929,"ret.all.vw":-0.01999,"ret.all.ew":-0.02969,"ret.nyse.vw":-0.01999,"ret.nyse.ew":-0.02969,"dy.nyse":0.0286,"tbill":0.00169} {"date":19611031,"ret.all.vw":0.02743,"ret.all.ew":0.02099,"ret.nyse.vw":0.02743,"ret.nyse.ew":0.02099,"dy.nyse":0.02813,"tbill":0.00161} {"date":19611130,"ret.all.vw":0.04538,"ret.all.ew":0.04646,"ret.nyse.vw":0.04538,"ret.nyse.ew":0.04646,"dy.nyse":0.02797,"tbill":0.00191} {"date":19611229,"ret.all.vw":0.00075,"ret.all.ew":-0.00376,"ret.nyse.vw":0.00075,"ret.nyse.ew":-0.00376,"dy.nyse":0.02752,"tbill":0.00207} {"date":19620131,"ret.all.vw":-0.03618,"ret.all.ew":-0.00781,"ret.nyse.vw":-0.03618,"ret.nyse.ew":-0.00781,"dy.nyse":0.02901,"tbill":0.00208} {"date":19620228,"ret.all.vw":0.0195,"ret.all.ew":0.0154,"ret.nyse.vw":0.0195,"ret.nyse.ew":0.0154,"dy.nyse":0.02909,"tbill":0.00204} {"date":19620330,"ret.all.vw":-0.00467,"ret.all.ew":-0.00624,"ret.nyse.vw":-0.00467,"ret.nyse.ew":-0.00624,"dy.nyse":0.02863,"tbill":0.00221} {"date":19620430,"ret.all.vw":-0.06345,"ret.all.ew":-0.06813,"ret.nyse.vw":-0.06345,"ret.nyse.ew":-0.06813,"dy.nyse":0.03066,"tbill":0.00222} {"date":19620531,"ret.all.vw":-0.08468,"ret.all.ew":-0.09819,"ret.nyse.vw":-0.08468,"ret.nyse.ew":-0.09819,"dy.nyse":0.03458,"tbill":0.00208} {"date":19620629,"ret.all.vw":-0.08263,"ret.all.ew":-0.08513,"ret.nyse.vw":-0.08263,"ret.nyse.ew":-0.08513,"dy.nyse":0.03708,"tbill":0.00241} {"date":19620731,"ret.all.vw":0.0655,"ret.all.ew":0.064,"ret.nyse.vw":0.0655,"ret.nyse.ew":0.064,"dy.nyse":0.03523,"tbill":0.00218} {"date":19620831,"ret.all.vw":0.02341,"ret.all.ew":0.03706,"ret.nyse.vw":0.02291,"ret.nyse.ew":0.02806,"dy.nyse":0.03444,"tbill":0.00221} {"date":19620928,"ret.all.vw":-0.05015,"ret.all.ew":-0.06383,"ret.nyse.vw":-0.05011,"ret.nyse.ew":-0.06072,"dy.nyse":0.0364,"tbill":0.00223} {"date":19621031,"ret.all.vw":0.00218,"ret.all.ew":-0.03953,"ret.nyse.vw":0.00424,"ret.nyse.ew":-0.02189,"dy.nyse":0.03664,"tbill":0.00204} {"date":19621130,"ret.all.vw":0.11014,"ret.all.ew":0.12118,"ret.nyse.vw":0.1118,"ret.nyse.ew":0.13801,"dy.nyse":0.03343,"tbill":0.00222} {"date":19621231,"ret.all.vw":0.01186,"ret.all.ew":-0.02556,"ret.nyse.vw":0.01305,"ret.nyse.ew":-0.00923,"dy.nyse":0.03326,"tbill":0.00243} {"date":19630131,"ret.all.vw":0.05185,"ret.all.ew":0.08914,"ret.nyse.vw":0.0513,"ret.nyse.ew":0.07819,"dy.nyse":0.03157,"tbill":0.00241} {"date":19630228,"ret.all.vw":-0.02193,"ret.all.ew":-0.01448,"ret.nyse.vw":-0.02253,"ret.nyse.ew":-0.01478,"dy.nyse":0.0327,"tbill":0.00234} {"date":19630329,"ret.all.vw":0.03292,"ret.all.ew":0.01203,"ret.nyse.vw":0.03421,"ret.nyse.ew":0.02087,"dy.nyse":0.03172,"tbill":0.00235} {"date":19630430,"ret.all.vw":0.04744,"ret.all.ew":0.02689,"ret.nyse.vw":0.0479,"ret.nyse.ew":0.0385,"dy.nyse":0.03049,"tbill":0.00235} {"date":19630531,"ret.all.vw":0.02005,"ret.all.ew":0.03231,"ret.nyse.vw":0.0204,"ret.nyse.ew":0.03268,"dy.nyse":0.03055,"tbill":0.00244} {"date":19630628,"ret.all.vw":-0.01803,"ret.all.ew":-0.01038,"ret.nyse.vw":-0.018,"ret.nyse.ew":-0.01578,"dy.nyse":0.03105,"tbill":0.00246} {"date":19630731,"ret.all.vw":-0.00172,"ret.all.ew":-0.0063,"ret.nyse.vw":-0.00187,"ret.nyse.ew":-0.00966,"dy.nyse":0.03144,"tbill":0.00251} {"date":19630830,"ret.all.vw":0.05268,"ret.all.ew":0.04231,"ret.nyse.vw":0.05408,"ret.nyse.ew":0.05094,"dy.nyse":0.02991,"tbill":0.00269} {"date":19630930,"ret.all.vw":-0.0119,"ret.all.ew":-0.01037,"ret.nyse.vw":-0.01263,"ret.nyse.ew":-0.0195,"dy.nyse":0.0304,"tbill":0.00282} {"date":19631031,"ret.all.vw":0.02771,"ret.all.ew":0.01221,"ret.nyse.vw":0.02935,"ret.nyse.ew":0.01633,"dy.nyse":0.02962,"tbill":0.0027} {"date":19631129,"ret.all.vw":-0.00555,"ret.all.ew":-0.01614,"ret.nyse.vw":-0.00507,"ret.nyse.ew":-0.00763,"dy.nyse":0.03052,"tbill":0.0027} {"date":19631231,"ret.all.vw":0.02174,"ret.all.ew":-0.00423,"ret.nyse.vw":0.02252,"ret.nyse.ew":0.0074,"dy.nyse":0.03005,"tbill":0.00287} {"date":19640131,"ret.all.vw":0.02579,"ret.all.ew":0.03209,"ret.nyse.vw":0.02575,"ret.nyse.ew":0.02035,"dy.nyse":0.02921,"tbill":0.00284} {"date":19640228,"ret.all.vw":0.01721,"ret.all.ew":0.02517,"ret.nyse.vw":0.01764,"ret.nyse.ew":0.02654,"dy.nyse":0.0293,"tbill":0.00291} {"date":19640331,"ret.all.vw":0.01764,"ret.all.ew":0.02551,"ret.nyse.vw":0.01762,"ret.nyse.ew":0.03176,"dy.nyse":0.02909,"tbill":0.0029} {"date":19640430,"ret.all.vw":0.00461,"ret.all.ew":0.001,"ret.nyse.vw":0.00434,"ret.nyse.ew":-0.00348,"dy.nyse":0.02908,"tbill":0.00276} {"date":19640528,"ret.all.vw":0.0174,"ret.all.ew":0.00751,"ret.nyse.vw":0.01688,"ret.nyse.ew":0.01225,"dy.nyse":0.02888,"tbill":0.00269} {"date":19640630,"ret.all.vw":0.01508,"ret.all.ew":0.01041,"ret.nyse.vw":0.0162,"ret.nyse.ew":0.01545,"dy.nyse":0.02882,"tbill":0.00281} {"date":19640731,"ret.all.vw":0.02012,"ret.all.ew":0.03016,"ret.nyse.vw":0.01971,"ret.nyse.ew":0.02782,"dy.nyse":0.02817,"tbill":0.00268} {"date":19640831,"ret.all.vw":-0.01127,"ret.all.ew":-0.00604,"ret.nyse.vw":-0.01138,"ret.nyse.ew":-0.00903,"dy.nyse":0.02906,"tbill":0.00269} {"date":19640930,"ret.all.vw":0.03048,"ret.all.ew":0.03825,"ret.nyse.vw":0.03053,"ret.nyse.ew":0.03706,"dy.nyse":0.02862,"tbill":0.0029} {"date":19641030,"ret.all.vw":0.00887,"ret.all.ew":0.01882,"ret.nyse.vw":0.00954,"ret.nyse.ew":0.01701,"dy.nyse":0.02827,"tbill":0.00282} {"date":19641130,"ret.all.vw":0.00309,"ret.all.ew":-0.00052,"ret.nyse.vw":0.00248,"ret.nyse.ew":0.00074,"dy.nyse":0.02877,"tbill":0.00294} {"date":19641231,"ret.all.vw":0.00369,"ret.all.ew":-0.01236,"ret.nyse.vw":0.00378,"ret.nyse.ew":-0.00693,"dy.nyse":0.02892,"tbill":0.00282} {"date":19650129,"ret.all.vw":0.03865,"ret.all.ew":0.0714,"ret.nyse.vw":0.03778,"ret.nyse.ew":0.05926,"dy.nyse":0.02792,"tbill":0.0032} {"date":19650226,"ret.all.vw":0.00695,"ret.all.ew":0.03232,"ret.nyse.vw":0.00711,"ret.nyse.ew":0.02802,"dy.nyse":0.02817,"tbill":0.00317} {"date":19650331,"ret.all.vw":-0.00972,"ret.all.ew":0.01539,"ret.nyse.vw":-0.0107,"ret.nyse.ew":0.00522,"dy.nyse":0.02877,"tbill":0.00312} {"date":19650430,"ret.all.vw":0.03365,"ret.all.ew":0.04156,"ret.nyse.vw":0.03409,"ret.nyse.ew":0.0359,"dy.nyse":0.02791,"tbill":0.00318} {"date":19650528,"ret.all.vw":-0.00435,"ret.all.ew":-0.00585,"ret.nyse.vw":-0.00428,"ret.nyse.ew":-0.00786,"dy.nyse":0.02859,"tbill":0.00307} {"date":19650630,"ret.all.vw":-0.05187,"ret.all.ew":-0.08372,"ret.nyse.vw":-0.05037,"ret.nyse.ew":-0.07443,"dy.nyse":0.03044,"tbill":0.00311} {"date":19650730,"ret.all.vw":0.01676,"ret.all.ew":0.02863,"ret.nyse.vw":0.01712,"ret.nyse.ew":0.029,"dy.nyse":0.02989,"tbill":0.0031} {"date":19650831,"ret.all.vw":0.03088,"ret.all.ew":0.04184,"ret.nyse.vw":0.03008,"ret.nyse.ew":0.04497,"dy.nyse":0.02966,"tbill":0.00311} {"date":19650930,"ret.all.vw":0.03195,"ret.all.ew":0.02742,"ret.nyse.vw":0.03223,"ret.nyse.ew":0.03212,"dy.nyse":0.02884,"tbill":0.00328} {"date":19651029,"ret.all.vw":0.02927,"ret.all.ew":0.05868,"ret.nyse.vw":0.02873,"ret.nyse.ew":0.04726,"dy.nyse":0.02807,"tbill":0.00317} {"date":19651130,"ret.all.vw":0.00307,"ret.all.ew":0.04654,"ret.nyse.vw":0.00163,"ret.nyse.ew":0.02994,"dy.nyse":0.02895,"tbill":0.00313} {"date":19651231,"ret.all.vw":0.01354,"ret.all.ew":0.04298,"ret.nyse.vw":0.01236,"ret.nyse.ew":0.03234,"dy.nyse":0.02865,"tbill":0.00351} {"date":19660131,"ret.all.vw":0.01212,"ret.all.ew":0.06417,"ret.nyse.vw":0.00999,"ret.nyse.ew":0.04223,"dy.nyse":0.0284,"tbill":0.00373} {"date":19660228,"ret.all.vw":-0.00862,"ret.all.ew":0.02886,"ret.nyse.vw":-0.01022,"ret.nyse.ew":0.01108,"dy.nyse":0.02924,"tbill":0.00367} {"date":19660331,"ret.all.vw":-0.02092,"ret.all.ew":-0.00889,"ret.nyse.vw":-0.02134,"ret.nyse.ew":-0.02182,"dy.nyse":0.03014,"tbill":0.00364} {"date":19660429,"ret.all.vw":0.02484,"ret.all.ew":0.04662,"ret.nyse.vw":0.02373,"ret.nyse.ew":0.03376,"dy.nyse":0.02956,"tbill":0.00379} {"date":19660531,"ret.all.vw":-0.05254,"ret.all.ew":-0.08602,"ret.nyse.vw":-0.05113,"ret.nyse.ew":-0.07236,"dy.nyse":0.03174,"tbill":0.00367} {"date":19660630,"ret.all.vw":-0.01032,"ret.all.ew":-0.00499,"ret.nyse.vw":-0.01114,"ret.nyse.ew":-0.00512,"dy.nyse":0.03216,"tbill":0.00372} {"date":19660729,"ret.all.vw":-0.01287,"ret.all.ew":-0.01632,"ret.nyse.vw":-0.01205,"ret.nyse.ew":-0.01209,"dy.nyse":0.03269,"tbill":0.00374} {"date":19660831,"ret.all.vw":-0.07539,"ret.all.ew":-0.10071,"ret.nyse.vw":-0.07462,"ret.nyse.ew":-0.09325,"dy.nyse":0.0362,"tbill":0.00389} {"date":19660930,"ret.all.vw":-0.00696,"ret.all.ew":-0.01816,"ret.nyse.vw":-0.00662,"ret.nyse.ew":-0.01354,"dy.nyse":0.03647,"tbill":0.00425} {"date":19661031,"ret.all.vw":0.04229,"ret.all.ew":-0.01439,"ret.nyse.vw":0.04579,"ret.nyse.ew":0.01296,"dy.nyse":0.03481,"tbill":0.00393} {"date":19661130,"ret.all.vw":0.01752,"ret.all.ew":0.04072,"ret.nyse.vw":0.01665,"ret.nyse.ew":0.03814,"dy.nyse":0.03452,"tbill":0.00351} {"date":19661230,"ret.all.vw":0.00621,"ret.all.ew":0.01731,"ret.nyse.vw":0.00443,"ret.nyse.ew":0.01645,"dy.nyse":0.03444,"tbill":0.00368} {"date":19670131,"ret.all.vw":0.08553,"ret.all.ew":0.1721,"ret.nyse.vw":0.08333,"ret.nyse.ew":0.14335,"dy.nyse":0.03227,"tbill":0.00374} {"date":19670228,"ret.all.vw":0.01095,"ret.all.ew":0.04237,"ret.nyse.vw":0.00993,"ret.nyse.ew":0.02088,"dy.nyse":0.03211,"tbill":0.00369} {"date":19670331,"ret.all.vw":0.04338,"ret.all.ew":0.05824,"ret.nyse.vw":0.04297,"ret.nyse.ew":0.05193,"dy.nyse":0.03078,"tbill":0.00334} {"date":19670428,"ret.all.vw":0.04161,"ret.all.ew":0.04193,"ret.nyse.vw":0.04197,"ret.nyse.ew":0.03711,"dy.nyse":0.02954,"tbill":0.00284} {"date":19670531,"ret.all.vw":-0.03929,"ret.all.ew":-0.0081,"ret.nyse.vw":-0.04138,"ret.nyse.ew":-0.0179,"dy.nyse":0.03116,"tbill":0.00267} {"date":19670630,"ret.all.vw":0.0269,"ret.all.ew":0.08196,"ret.nyse.vw":0.0236,"ret.nyse.ew":0.05147,"dy.nyse":0.03042,"tbill":0.00305} {"date":19670731,"ret.all.vw":0.04919,"ret.all.ew":0.08325,"ret.nyse.vw":0.04831,"ret.nyse.ew":0.07038,"dy.nyse":0.02906,"tbill":0.00313} {"date":19670831,"ret.all.vw":-0.00628,"ret.all.ew":0.00631,"ret.nyse.vw":-0.00605,"ret.nyse.ew":0.00301,"dy.nyse":0.02964,"tbill":0.00318} {"date":19670929,"ret.all.vw":0.03429,"ret.all.ew":0.06296,"ret.nyse.vw":0.03321,"ret.nyse.ew":0.03774,"dy.nyse":0.02877,"tbill":0.00342} {"date":19671031,"ret.all.vw":-0.02743,"ret.all.ew":-0.02059,"ret.nyse.vw":-0.02798,"ret.nyse.ew":-0.0359,"dy.nyse":0.03002,"tbill":0.00342} {"date":19671130,"ret.all.vw":0.0079,"ret.all.ew":0.00088,"ret.nyse.vw":0.00769,"ret.nyse.ew":0.0069,"dy.nyse":0.02962,"tbill":0.00345} {"date":19671229,"ret.all.vw":0.0337,"ret.all.ew":0.08046,"ret.nyse.vw":0.03097,"ret.nyse.ew":0.05574,"dy.nyse":0.02879,"tbill":0.00358} {"date":19680131,"ret.all.vw":-0.03633,"ret.all.ew":0.0239,"ret.nyse.vw":-0.03887,"ret.nyse.ew":-0.00343,"dy.nyse":0.03038,"tbill":0.00396} {"date":19680229,"ret.all.vw":-0.03362,"ret.all.ew":-0.05612,"ret.nyse.vw":-0.0313,"ret.nyse.ew":-0.04137,"dy.nyse":0.0318,"tbill":0.00385} {"date":19680329,"ret.all.vw":0.00512,"ret.all.ew":-0.01122,"ret.nyse.vw":0.00685,"ret.nyse.ew":-0.00419,"dy.nyse":0.03129,"tbill":0.004} {"date":19680430,"ret.all.vw":0.09415,"ret.all.ew":0.14303,"ret.nyse.vw":0.08968,"ret.nyse.ew":0.11644,"dy.nyse":0.02927,"tbill":0.00452} {"date":19680531,"ret.all.vw":0.02704,"ret.all.ew":0.09131,"ret.nyse.vw":0.02332,"ret.nyse.ew":0.05951,"dy.nyse":0.02872,"tbill":0.00444} {"date":19680628,"ret.all.vw":0.01153,"ret.all.ew":0.01622,"ret.nyse.vw":0.01184,"ret.nyse.ew":0.01837,"dy.nyse":0.02852,"tbill":0.00435} {"date":19680730,"ret.all.vw":-0.02202,"ret.all.ew":-0.02621,"ret.nyse.vw":-0.02164,"ret.nyse.ew":-0.02679,"dy.nyse":0.02956,"tbill":0.00433} {"date":19680830,"ret.all.vw":0.01804,"ret.all.ew":0.03592,"ret.nyse.vw":0.01651,"ret.nyse.ew":0.02809,"dy.nyse":0.0292,"tbill":0.00407} {"date":19680930,"ret.all.vw":0.04445,"ret.all.ew":0.06881,"ret.nyse.vw":0.04174,"ret.nyse.ew":0.05859,"dy.nyse":0.02799,"tbill":0.00425} {"date":19681031,"ret.all.vw":0.00904,"ret.all.ew":0.00691,"ret.nyse.vw":0.01046,"ret.nyse.ew":0.0162,"dy.nyse":0.02825,"tbill":0.00446} {"date":19681129,"ret.all.vw":0.0585,"ret.all.ew":0.07199,"ret.nyse.vw":0.05736,"ret.nyse.ew":0.07294,"dy.nyse":0.02644,"tbill":0.00398} {"date":19681231,"ret.all.vw":-0.03387,"ret.all.ew":0.0059,"ret.nyse.vw":-0.03694,"ret.nyse.ew":-0.01562,"dy.nyse":0.02777,"tbill":0.00503} {"date":19690131,"ret.all.vw":-0.00671,"ret.all.ew":-0.00169,"ret.nyse.vw":-0.00722,"ret.nyse.ew":-0.00923,"dy.nyse":0.02762,"tbill":0.00494} {"date":19690228,"ret.all.vw":-0.05364,"ret.all.ew":-0.08573,"ret.nyse.vw":-0.05027,"ret.nyse.ew":-0.07072,"dy.nyse":0.02962,"tbill":0.00465} {"date":19690328,"ret.all.vw":0.03051,"ret.all.ew":0.02029,"ret.nyse.vw":0.03119,"ret.nyse.ew":0.01891,"dy.nyse":0.02896,"tbill":0.00442} {"date":19690430,"ret.all.vw":0.02053,"ret.all.ew":0.00346,"ret.nyse.vw":0.02124,"ret.nyse.ew":0.01051,"dy.nyse":0.02832,"tbill":0.00505} {"date":19690529,"ret.all.vw":0.00504,"ret.all.ew":0.00626,"ret.nyse.vw":0.00309,"ret.nyse.ew":-0.00245,"dy.nyse":0.02893,"tbill":0.00482} {"date":19690630,"ret.all.vw":-0.06739,"ret.all.ew":-0.1134,"ret.nyse.vw":-0.06236,"ret.nyse.ew":-0.09559,"dy.nyse":0.03112,"tbill":0.00534} {"date":19690731,"ret.all.vw":-0.06517,"ret.all.ew":-0.09582,"ret.nyse.vw":-0.06297,"ret.nyse.ew":-0.07995,"dy.nyse":0.03328,"tbill":0.0057} {"date":19690829,"ret.all.vw":0.05149,"ret.all.ew":0.05218,"ret.nyse.vw":0.05022,"ret.nyse.ew":0.05004,"dy.nyse":0.03183,"tbill":0.00549} {"date":19690930,"ret.all.vw":-0.02259,"ret.all.ew":-0.02462,"ret.nyse.vw":-0.02231,"ret.nyse.ew":-0.01625,"dy.nyse":0.03291,"tbill":0.00572} {"date":19691031,"ret.all.vw":0.05564,"ret.all.ew":0.09241,"ret.nyse.vw":0.05494,"ret.nyse.ew":0.07621,"dy.nyse":0.03135,"tbill":0.00551} {"date":19691128,"ret.all.vw":-0.03216,"ret.all.ew":-0.05508,"ret.nyse.vw":-0.0315,"ret.nyse.ew":-0.04733,"dy.nyse":0.03248,"tbill":0.00531} {"date":19691231,"ret.all.vw":-0.01968,"ret.all.ew":-0.06618,"ret.nyse.vw":-0.0177,"ret.nyse.ew":-0.04501,"dy.nyse":0.03313,"tbill":0.00559} {"date":19700130,"ret.all.vw":-0.07325,"ret.all.ew":-0.03883,"ret.nyse.vw":-0.07635,"ret.nyse.ew":-0.05612,"dy.nyse":0.03603,"tbill":0.00637} {"date":19700227,"ret.all.vw":0.05671,"ret.all.ew":0.0402,"ret.nyse.vw":0.05966,"ret.nyse.ew":0.05237,"dy.nyse":0.03395,"tbill":0.00519} {"date":19700331,"ret.all.vw":-0.00473,"ret.all.ew":-0.02371,"ret.nyse.vw":-0.00269,"ret.nyse.ew":-0.00908,"dy.nyse":0.03441,"tbill":0.00529} {"date":19700430,"ret.all.vw":-0.10532,"ret.all.ew":-0.16196,"ret.nyse.vw":-0.09977,"ret.nyse.ew":-0.1301,"dy.nyse":0.03794,"tbill":0.00537} {"date":19700529,"ret.all.vw":-0.06435,"ret.all.ew":-0.09052,"ret.nyse.vw":-0.06161,"ret.nyse.ew":-0.08828,"dy.nyse":0.0399,"tbill":0.0052} {"date":19700630,"ret.all.vw":-0.05107,"ret.all.ew":-0.0739,"ret.nyse.vw":-0.05055,"ret.nyse.ew":-0.06994,"dy.nyse":0.04226,"tbill":0.00489} {"date":19700731,"ret.all.vw":0.07417,"ret.all.ew":0.05926,"ret.nyse.vw":0.0746,"ret.nyse.ew":0.07476,"dy.nyse":0.03977,"tbill":0.00486} {"date":19700831,"ret.all.vw":0.05004,"ret.all.ew":0.06162,"ret.nyse.vw":0.04969,"ret.nyse.ew":0.06604,"dy.nyse":0.03758,"tbill":0.00503} {"date":19700930,"ret.all.vw":0.04754,"ret.all.ew":0.1261,"ret.nyse.vw":0.04271,"ret.nyse.ew":0.0891,"dy.nyse":0.03618,"tbill":0.00479} {"date":19701030,"ret.all.vw":-0.01821,"ret.all.ew":-0.0586,"ret.nyse.vw":-0.01582,"ret.nyse.ew":-0.04624,"dy.nyse":0.03699,"tbill":0.00434} {"date":19701130,"ret.all.vw":0.05045,"ret.all.ew":0.00302,"ret.nyse.vw":0.0526,"ret.nyse.ew":0.03276,"dy.nyse":0.03488,"tbill":0.00366} {"date":19701231,"ret.all.vw":0.06072,"ret.all.ew":0.08132,"ret.nyse.vw":0.06178,"ret.nyse.ew":0.08783,"dy.nyse":0.03272,"tbill":0.00366} {"date":19710129,"ret.all.vw":0.05203,"ret.all.ew":0.1361,"ret.nyse.vw":0.04965,"ret.nyse.ew":0.09958,"dy.nyse":0.03115,"tbill":0.00334} {"date":19710226,"ret.all.vw":0.01691,"ret.all.ew":0.04791,"ret.nyse.vw":0.01475,"ret.nyse.ew":0.02571,"dy.nyse":0.03074,"tbill":0.00266} {"date":19710331,"ret.all.vw":0.04478,"ret.all.ew":0.0566,"ret.nyse.vw":0.04401,"ret.nyse.ew":0.05379,"dy.nyse":0.02954,"tbill":0.0028} {"date":19710430,"ret.all.vw":0.03333,"ret.all.ew":0.02709,"ret.nyse.vw":0.03395,"ret.nyse.ew":0.03385,"dy.nyse":0.02867,"tbill":0.00303} {"date":19710528,"ret.all.vw":-0.03641,"ret.all.ew":-0.04944,"ret.nyse.vw":-0.03662,"ret.nyse.ew":-0.04213,"dy.nyse":0.02987,"tbill":0.00319} {"date":19710630,"ret.all.vw":0.00312,"ret.all.ew":-0.01724,"ret.nyse.vw":0.00429,"ret.nyse.ew":-0.00841,"dy.nyse":0.02973,"tbill":0.00413} {"date":19710730,"ret.all.vw":-0.04028,"ret.all.ew":-0.05363,"ret.nyse.vw":-0.04065,"ret.nyse.ew":-0.0461,"dy.nyse":0.03056,"tbill":0.00417} {"date":19710831,"ret.all.vw":0.04251,"ret.all.ew":0.04116,"ret.nyse.vw":0.04224,"ret.nyse.ew":0.05177,"dy.nyse":0.02995,"tbill":0.00363} {"date":19710930,"ret.all.vw":-0.00502,"ret.all.ew":-0.00465,"ret.nyse.vw":-0.00568,"ret.nyse.ew":-0.01249,"dy.nyse":0.03007,"tbill":0.00373} {"date":19711029,"ret.all.vw":-0.04068,"ret.all.ew":-0.05747,"ret.nyse.vw":-0.03966,"ret.nyse.ew":-0.05017,"dy.nyse":0.0311,"tbill":0.00329} {"date":19711130,"ret.all.vw":-0.00126,"ret.all.ew":-0.03415,"ret.nyse.vw":0.00013,"ret.nyse.ew":-0.02182,"dy.nyse":0.03123,"tbill":0.00315} {"date":19711231,"ret.all.vw":0.09126,"ret.all.ew":0.11713,"ret.nyse.vw":0.09053,"ret.nyse.ew":0.11226,"dy.nyse":0.02878,"tbill":0.00276} {"date":19720131,"ret.all.vw":0.02838,"ret.all.ew":0.10389,"ret.nyse.vw":0.02387,"ret.nyse.ew":0.06021,"dy.nyse":0.02825,"tbill":0.00257} {"date":19720229,"ret.all.vw":0.03135,"ret.all.ew":0.04181,"ret.nyse.vw":0.03049,"ret.nyse.ew":0.03007,"dy.nyse":0.0275,"tbill":0.00259} {"date":19720330,"ret.all.vw":0.00872,"ret.all.ew":-0.00095,"ret.nyse.vw":0.00923,"ret.nyse.ew":0.00186,"dy.nyse":0.02716,"tbill":0.00287} {"date":19720428,"ret.all.vw":0.00551,"ret.all.ew":0.00123,"ret.nyse.vw":0.0063,"ret.nyse.ew":0.00539,"dy.nyse":0.02681,"tbill":0.00267} {"date":19720531,"ret.all.vw":0.01638,"ret.all.ew":-0.01812,"ret.nyse.vw":0.01724,"ret.nyse.ew":-0.00912,"dy.nyse":0.02681,"tbill":0.0028} {"date":19720630,"ret.all.vw":-0.0209,"ret.all.ew":-0.03377,"ret.nyse.vw":-0.02184,"ret.nyse.ew":-0.03291,"dy.nyse":0.02743,"tbill":0.00298} {"date":19720731,"ret.all.vw":-0.00425,"ret.all.ew":-0.02949,"ret.nyse.vw":-0.0019,"ret.nyse.ew":-0.02265,"dy.nyse":0.02762,"tbill":0.00289} {"date":19720831,"ret.all.vw":0.03597,"ret.all.ew":0.01225,"ret.nyse.vw":0.03791,"ret.nyse.ew":0.02905,"dy.nyse":0.02654,"tbill":0.00355} {"date":19720929,"ret.all.vw":-0.00767,"ret.all.ew":-0.03073,"ret.nyse.vw":-0.00656,"ret.nyse.ew":-0.0254,"dy.nyse":0.02685,"tbill":0.00365} {"date":19721031,"ret.all.vw":0.00868,"ret.all.ew":-0.01377,"ret.nyse.vw":0.01036,"ret.nyse.ew":-0.00178,"dy.nyse":0.02643,"tbill":0.00374} {"date":19721130,"ret.all.vw":0.04976,"ret.all.ew":0.0511,"ret.nyse.vw":0.04952,"ret.nyse.ew":0.06543,"dy.nyse":0.02601,"tbill":0.00405} {"date":19721229,"ret.all.vw":0.01124,"ret.all.ew":-0.01987,"ret.nyse.vw":0.01103,"ret.nyse.ew":-0.01318,"dy.nyse":0.02571,"tbill":0.00401} {"date":19730131,"ret.all.vw":-0.02745,"ret.all.ew":-0.02613,"ret.nyse.vw":-0.02544,"ret.nyse.ew":-0.05046,"dy.nyse":0.02661,"tbill":0.00459} {"date":19730228,"ret.all.vw":-0.04437,"ret.all.ew":-0.07284,"ret.nyse.vw":-0.04019,"ret.nyse.ew":-0.06437,"dy.nyse":0.02792,"tbill":0.0046} {"date":19730330,"ret.all.vw":-0.00785,"ret.all.ew":-0.02898,"ret.nyse.vw":-0.00532,"ret.nyse.ew":-0.02353,"dy.nyse":0.02801,"tbill":0.00484} {"date":19730430,"ret.all.vw":-0.05176,"ret.all.ew":-0.07062,"ret.nyse.vw":-0.04636,"ret.nyse.ew":-0.06329,"dy.nyse":0.02987,"tbill":0.00493} {"date":19730531,"ret.all.vw":-0.0245,"ret.all.ew":-0.08358,"ret.nyse.vw":-0.01876,"ret.nyse.ew":-0.06297,"dy.nyse":0.03041,"tbill":0.00538} {"date":19730629,"ret.all.vw":-0.00865,"ret.all.ew":-0.03774,"ret.nyse.vw":-0.00853,"ret.nyse.ew":-0.03142,"dy.nyse":0.03074,"tbill":0.00613} {"date":19730731,"ret.all.vw":0.05695,"ret.all.ew":0.10592,"ret.nyse.vw":0.05214,"ret.nyse.ew":0.10511,"dy.nyse":0.02957,"tbill":0.00686} {"date":19730831,"ret.all.vw":-0.02965,"ret.all.ew":-0.04442,"ret.nyse.vw":-0.03029,"ret.nyse.ew":-0.03501,"dy.nyse":0.03106,"tbill":0.00708} {"date":19730928,"ret.all.vw":0.05394,"ret.all.ew":0.07299,"ret.nyse.vw":0.05273,"ret.nyse.ew":0.10396,"dy.nyse":0.02928,"tbill":0.00605} {"date":19731031,"ret.all.vw":-0.00043,"ret.all.ew":0.0003,"ret.nyse.vw":-0.00139,"ret.nyse.ew":-0.00937,"dy.nyse":0.0298,"tbill":0.00571} {"date":19731130,"ret.all.vw":-0.1207,"ret.all.ew":-0.17525,"ret.nyse.vw":-0.11607,"ret.nyse.ew":-0.16992,"dy.nyse":0.03442,"tbill":0.00614} {"date":19731231,"ret.all.vw":0.01143,"ret.all.ew":-0.04176,"ret.nyse.vw":0.0152,"ret.nyse.ew":-0.0098,"dy.nyse":0.03424,"tbill":0.00607} {"date":19740131,"ret.all.vw":0.00441,"ret.all.ew":0.13237,"ret.nyse.vw":-0.0006,"ret.nyse.ew":0.10196,"dy.nyse":0.0344,"tbill":0.00622} {"date":19740228,"ret.all.vw":0.00235,"ret.all.ew":0.00862,"ret.nyse.vw":0.00321,"ret.nyse.ew":0.01033,"dy.nyse":0.03488,"tbill":0.00608} {"date":19740329,"ret.all.vw":-0.02337,"ret.all.ew":0.00838,"ret.nyse.vw":-0.02418,"ret.nyse.ew":-0.01756,"dy.nyse":0.03608,"tbill":0.00701} {"date":19740430,"ret.all.vw":-0.04596,"ret.all.ew":-0.05554,"ret.nyse.vw":-0.0433,"ret.nyse.ew":-0.05982,"dy.nyse":0.03814,"tbill":0.00724} {"date":19740531,"ret.all.vw":-0.04198,"ret.all.ew":-0.07255,"ret.nyse.vw":-0.03504,"ret.nyse.ew":-0.07315,"dy.nyse":0.03998,"tbill":0.00646} {"date":19740628,"ret.all.vw":-0.02294,"ret.all.ew":-0.03348,"ret.nyse.vw":-0.01897,"ret.nyse.ew":-0.03413,"dy.nyse":0.04118,"tbill":0.00633} {"date":19740731,"ret.all.vw":-0.07088,"ret.all.ew":-0.05191,"ret.nyse.vw":-0.07272,"ret.nyse.ew":-0.046,"dy.nyse":0.04453,"tbill":0.00636} {"date":19740830,"ret.all.vw":-0.08776,"ret.all.ew":-0.08579,"ret.nyse.vw":-0.08538,"ret.nyse.ew":-0.09289,"dy.nyse":0.04985,"tbill":0.0076} {"date":19740930,"ret.all.vw":-0.10972,"ret.all.ew":-0.07903,"ret.nyse.vw":-0.11028,"ret.nyse.ew":-0.07777,"dy.nyse":0.05682,"tbill":0.00508} {"date":19741031,"ret.all.vw":0.16558,"ret.all.ew":0.08888,"ret.nyse.vw":0.16806,"ret.nyse.ew":0.11789,"dy.nyse":0.04883,"tbill":0.0055} {"date":19741129,"ret.all.vw":-0.04105,"ret.all.ew":-0.05139,"ret.nyse.vw":-0.04026,"ret.nyse.ew":-0.04225,"dy.nyse":0.05106,"tbill":0.00618} {"date":19741231,"ret.all.vw":-0.027,"ret.all.ew":-0.08074,"ret.nyse.vw":-0.02352,"ret.nyse.ew":-0.06579,"dy.nyse":0.05293,"tbill":0.00539} {"date":19750131,"ret.all.vw":0.1416,"ret.all.ew":0.29926,"ret.nyse.vw":0.13501,"ret.nyse.ew":0.29945,"dy.nyse":0.04637,"tbill":0.00456} {"date":19750228,"ret.all.vw":0.05841,"ret.all.ew":0.05392,"ret.nyse.vw":0.06014,"ret.nyse.ew":0.0344,"dy.nyse":0.04479,"tbill":0.00392} {"date":19750331,"ret.all.vw":0.03019,"ret.all.ew":0.0815,"ret.nyse.vw":0.02905,"ret.nyse.ew":0.07965,"dy.nyse":0.04404,"tbill":0.00434} {"date":19750430,"ret.all.vw":0.0465,"ret.all.ew":0.03109,"ret.nyse.vw":0.04692,"ret.nyse.ew":0.03069,"dy.nyse":0.04222,"tbill":0.00429} {"date":19750530,"ret.all.vw":0.05514,"ret.all.ew":0.07288,"ret.nyse.vw":0.05497,"ret.nyse.ew":0.06821,"dy.nyse":0.04023,"tbill":0.004} {"date":19750630,"ret.all.vw":0.05147,"ret.all.ew":0.07179,"ret.nyse.vw":0.05137,"ret.nyse.ew":0.07625,"dy.nyse":0.03861,"tbill":0.00466} {"date":19750731,"ret.all.vw":-0.06038,"ret.all.ew":-0.00896,"ret.nyse.vw":-0.06352,"ret.nyse.ew":-0.04089,"dy.nyse":0.04168,"tbill":0.00497} {"date":19750829,"ret.all.vw":-0.02356,"ret.all.ew":-0.04812,"ret.nyse.vw":-0.02048,"ret.nyse.ew":-0.04355,"dy.nyse":0.04224,"tbill":0.00492} {"date":19750930,"ret.all.vw":-0.03801,"ret.all.ew":-0.03887,"ret.nyse.vw":-0.03606,"ret.nyse.ew":-0.04096,"dy.nyse":0.04433,"tbill":0.00518} {"date":19751031,"ret.all.vw":0.05586,"ret.all.ew":0.01472,"ret.nyse.vw":0.06063,"ret.nyse.ew":0.03702,"dy.nyse":0.0421,"tbill":0.00438} {"date":19751128,"ret.all.vw":0.03122,"ret.all.ew":0.0168,"ret.nyse.vw":0.03139,"ret.nyse.ew":0.03108,"dy.nyse":0.04056,"tbill":0.00427} {"date":19751231,"ret.all.vw":-0.011,"ret.all.ew":-0.0006,"ret.nyse.vw":-0.01016,"ret.nyse.ew":0.00057,"dy.nyse":0.04115,"tbill":0.00426} {"date":19760130,"ret.all.vw":0.12601,"ret.all.ew":0.19004,"ret.nyse.vw":0.1253,"ret.nyse.ew":0.19055,"dy.nyse":0.03675,"tbill":0.00372} {"date":19760227,"ret.all.vw":0.00731,"ret.all.ew":0.10629,"ret.nyse.vw":0.00112,"ret.nyse.ew":0.072,"dy.nyse":0.03689,"tbill":0.00383} {"date":19760331,"ret.all.vw":0.0268,"ret.all.ew":0.01811,"ret.nyse.vw":0.02967,"ret.nyse.ew":0.01058,"dy.nyse":0.03614,"tbill":0.00392} {"date":19760430,"ret.all.vw":-0.01039,"ret.all.ew":-0.00381,"ret.nyse.vw":-0.01091,"ret.nyse.ew":-0.01505,"dy.nyse":0.03612,"tbill":0.00387} {"date":19760528,"ret.all.vw":-0.00937,"ret.all.ew":-0.01968,"ret.nyse.vw":-0.00905,"ret.nyse.ew":-0.01858,"dy.nyse":0.03803,"tbill":0.00417} {"date":19760630,"ret.all.vw":0.04449,"ret.all.ew":0.02651,"ret.nyse.vw":0.04754,"ret.nyse.ew":0.04843,"dy.nyse":0.03642,"tbill":0.00436} {"date":19760730,"ret.all.vw":-0.00616,"ret.all.ew":0.00224,"ret.nyse.vw":-0.0074,"ret.nyse.ew":0.00006,"dy.nyse":0.03635,"tbill":0.00418} {"date":19760831,"ret.all.vw":-0.00144,"ret.all.ew":-0.01667,"ret.nyse.vw":0.00048,"ret.nyse.ew":-0.01346,"dy.nyse":0.03792,"tbill":0.00392} {"date":19760930,"ret.all.vw":0.02448,"ret.all.ew":0.01699,"ret.nyse.vw":0.02571,"ret.nyse.ew":0.02201,"dy.nyse":0.03708,"tbill":0.00419} {"date":19761029,"ret.all.vw":-0.02037,"ret.all.ew":-0.02259,"ret.nyse.vw":-0.02125,"ret.nyse.ew":-0.024,"dy.nyse":0.03776,"tbill":0.00392} {"date":19761130,"ret.all.vw":0.00536,"ret.all.ew":0.02669,"ret.nyse.vw":0.00493,"ret.nyse.ew":0.03418,"dy.nyse":0.0401,"tbill":0.00358} {"date":19761231,"ret.all.vw":0.06159,"ret.all.ew":0.10241,"ret.nyse.vw":0.05805,"ret.nyse.ew":0.09367,"dy.nyse":0.03793,"tbill":0.00351} {"date":19770131,"ret.all.vw":-0.03634,"ret.all.ew":0.0369,"ret.nyse.vw":-0.03968,"ret.nyse.ew":-0.00073,"dy.nyse":0.0399,"tbill":0.00375} {"date":19770228,"ret.all.vw":-0.01576,"ret.all.ew":0.0044,"ret.nyse.vw":-0.01678,"ret.nyse.ew":-0.01639,"dy.nyse":0.04192,"tbill":0.00365} {"date":19770331,"ret.all.vw":-0.00925,"ret.all.ew":0.01065,"ret.nyse.vw":-0.0108,"ret.nyse.ew":0.00407,"dy.nyse":0.04265,"tbill":0.00374} {"date":19770429,"ret.all.vw":0.00495,"ret.all.ew":0.01693,"ret.nyse.vw":0.00391,"ret.nyse.ew":0.01597,"dy.nyse":0.04264,"tbill":0.00361} {"date":19770531,"ret.all.vw":-0.01079,"ret.all.ew":0.00287,"ret.nyse.vw":-0.01239,"ret.nyse.ew":-0.00559,"dy.nyse":0.04485,"tbill":0.00398} {"date":19770630,"ret.all.vw":0.05137,"ret.all.ew":0.0515,"ret.nyse.vw":0.0512,"ret.nyse.ew":0.06256,"dy.nyse":0.04303,"tbill":0.00408} {"date":19770729,"ret.all.vw":-0.01281,"ret.all.ew":0.01236,"ret.nyse.vw":-0.0155,"ret.nyse.ew":-0.00845,"dy.nyse":0.04368,"tbill":0.0044} {"date":19770831,"ret.all.vw":-0.01335,"ret.all.ew":-0.00123,"ret.nyse.vw":-0.01418,"ret.nyse.ew":-0.01513,"dy.nyse":0.0456,"tbill":0.00443} {"date":19770930,"ret.all.vw":0.00157,"ret.all.ew":0.01497,"ret.nyse.vw":0.00042,"ret.nyse.ew":0.00645,"dy.nyse":0.04612,"tbill":0.00479} {"date":19771031,"ret.all.vw":-0.03928,"ret.all.ew":-0.02319,"ret.nyse.vw":-0.03944,"ret.nyse.ew":-0.02859,"dy.nyse":0.04818,"tbill":0.0048} {"date":19771130,"ret.all.vw":0.04543,"ret.all.ew":0.07087,"ret.nyse.vw":0.04236,"ret.nyse.ew":0.07893,"dy.nyse":0.04772,"tbill":0.00469} {"date":19771230,"ret.all.vw":0.00822,"ret.all.ew":0.02108,"ret.nyse.vw":0.00554,"ret.nyse.ew":0.00341,"dy.nyse":0.04795,"tbill":0.00474} {"date":19780131,"ret.all.vw":-0.0552,"ret.all.ew":-0.01115,"ret.nyse.vw":-0.05739,"ret.nyse.ew":-0.03637,"dy.nyse":0.05122,"tbill":0.00494} {"date":19780228,"ret.all.vw":-0.00927,"ret.all.ew":0.02601,"ret.nyse.vw":-0.01217,"ret.nyse.ew":0.0065,"dy.nyse":0.05306,"tbill":0.00502} {"date":19780331,"ret.all.vw":0.03401,"ret.all.ew":0.06784,"ret.nyse.vw":0.0318,"ret.nyse.ew":0.06444,"dy.nyse":0.05191,"tbill":0.00535} {"date":19780428,"ret.all.vw":0.08284,"ret.all.ew":0.07932,"ret.nyse.vw":0.08344,"ret.nyse.ew":0.07614,"dy.nyse":0.04817,"tbill":0.00498} {"date":19780531,"ret.all.vw":0.02324,"ret.all.ew":0.06762,"ret.nyse.vw":0.01895,"ret.nyse.ew":0.04452,"dy.nyse":0.0483,"tbill":0.00537} {"date":19780630,"ret.all.vw":-0.01075,"ret.all.ew":0.01029,"ret.nyse.vw":-0.01323,"ret.nyse.ew":-0.00605,"dy.nyse":0.04957,"tbill":0.00541} {"date":19780731,"ret.all.vw":0.05675,"ret.all.ew":0.05239,"ret.nyse.vw":0.05685,"ret.nyse.ew":0.05985,"dy.nyse":0.04752,"tbill":0.00537} {"date":19780831,"ret.all.vw":0.04235,"ret.all.ew":0.09355,"ret.nyse.vw":0.03752,"ret.nyse.ew":0.06781,"dy.nyse":0.04647,"tbill":0.00627} {"date":19780929,"ret.all.vw":-0.00689,"ret.all.ew":0.0062,"ret.nyse.vw":-0.00663,"ret.nyse.ew":-0.00774,"dy.nyse":0.04715,"tbill":0.00661} {"date":19781031,"ret.all.vw":-0.111,"ret.all.ew":-0.17728,"ret.nyse.vw":-0.10219,"ret.nyse.ew":-0.16724,"dy.nyse":0.0536,"tbill":0.00704} {"date":19781130,"ret.all.vw":0.03379,"ret.all.ew":0.03821,"ret.nyse.vw":0.03163,"ret.nyse.ew":0.04535,"dy.nyse":0.05223,"tbill":0.00748} {"date":19781229,"ret.all.vw":0.01771,"ret.all.ew":0.01435,"ret.nyse.vw":0.01652,"ret.nyse.ew":0.01164,"dy.nyse":0.052,"tbill":0.00695} {"date":19790131,"ret.all.vw":0.04949,"ret.all.ew":0.09366,"ret.nyse.vw":0.04721,"ret.nyse.ew":0.08694,"dy.nyse":0.05037,"tbill":0.00786} {"date":19790228,"ret.all.vw":-0.02677,"ret.all.ew":-0.01627,"ret.nyse.vw":-0.02896,"ret.nyse.ew":-0.02918,"dy.nyse":0.0528,"tbill":0.00787} {"date":19790330,"ret.all.vw":0.06562,"ret.all.ew":0.08417,"ret.nyse.vw":0.06191,"ret.nyse.ew":0.08667,"dy.nyse":0.05019,"tbill":0.00796} {"date":19790430,"ret.all.vw":0.00852,"ret.all.ew":0.02881,"ret.nyse.vw":0.0068,"ret.nyse.ew":0.01742,"dy.nyse":0.05066,"tbill":0.0079} {"date":19790531,"ret.all.vw":-0.01358,"ret.all.ew":-0.00684,"ret.nyse.vw":-0.01488,"ret.nyse.ew":-0.00771,"dy.nyse":0.05256,"tbill":0.00799} {"date":19790629,"ret.all.vw":0.04685,"ret.all.ew":0.05466,"ret.nyse.vw":0.04468,"ret.nyse.ew":0.05415,"dy.nyse":0.05061,"tbill":0.00742} {"date":19790731,"ret.all.vw":0.01499,"ret.all.ew":0.02137,"ret.nyse.vw":0.01532,"ret.nyse.ew":0.02814,"dy.nyse":0.05053,"tbill":0.00751} {"date":19790831,"ret.all.vw":0.06473,"ret.all.ew":0.07562,"ret.nyse.vw":0.06299,"ret.nyse.ew":0.07851,"dy.nyse":0.04879,"tbill":0.0083} {"date":19790928,"ret.all.vw":0.00143,"ret.all.ew":-0.00117,"ret.nyse.vw":-0.00036,"ret.nyse.ew":-0.00917,"dy.nyse":0.0489,"tbill":0.00848} {"date":19791031,"ret.all.vw":-0.07266,"ret.all.ew":-0.09791,"ret.nyse.vw":-0.06924,"ret.nyse.ew":-0.10042,"dy.nyse":0.05318,"tbill":0.00968} {"date":19791130,"ret.all.vw":0.0636,"ret.all.ew":0.06529,"ret.nyse.vw":0.06058,"ret.nyse.ew":0.0754,"dy.nyse":0.05121,"tbill":0.009} {"date":19791231,"ret.all.vw":0.02821,"ret.all.ew":0.06748,"ret.nyse.vw":0.0228,"ret.nyse.ew":0.04345,"dy.nyse":0.05056,"tbill":0.00771} {"date":19800131,"ret.all.vw":0.06561,"ret.all.ew":0.10513,"ret.nyse.vw":0.06193,"ret.nyse.ew":0.0641,"dy.nyse":0.04789,"tbill":0.00968} {"date":19800229,"ret.all.vw":0.00101,"ret.all.ew":-0.0063,"ret.nyse.vw":-0.00344,"ret.nyse.ew":-0.0312,"dy.nyse":0.04938,"tbill":0.01125} {"date":19800331,"ret.all.vw":-0.12022,"ret.all.ew":-0.16504,"ret.nyse.vw":-0.10759,"ret.nyse.ew":-0.13698,"dy.nyse":0.0561,"tbill":0.01245} {"date":19800430,"ret.all.vw":0.05229,"ret.all.ew":0.05346,"ret.nyse.vw":0.04898,"ret.nyse.ew":0.0638,"dy.nyse":0.05404,"tbill":0.00762} {"date":19800530,"ret.all.vw":0.06009,"ret.all.ew":0.07125,"ret.nyse.vw":0.05842,"ret.nyse.ew":0.07789,"dy.nyse":0.05144,"tbill":0.00592} {"date":19800630,"ret.all.vw":0.03771,"ret.all.ew":0.04618,"ret.nyse.vw":0.03346,"ret.nyse.ew":0.03966,"dy.nyse":0.05055,"tbill":0.00511} {"date":19800731,"ret.all.vw":0.06944,"ret.all.ew":0.08928,"ret.nyse.vw":0.06847,"ret.nyse.ew":0.09641,"dy.nyse":0.04786,"tbill":0.00618} {"date":19800829,"ret.all.vw":0.02355,"ret.all.ew":0.06398,"ret.nyse.vw":0.01999,"ret.nyse.ew":0.04119,"dy.nyse":0.04727,"tbill":0.00767} {"date":19800930,"ret.all.vw":0.0295,"ret.all.ew":0.05246,"ret.nyse.vw":0.02905,"ret.nyse.ew":0.02631,"dy.nyse":0.04693,"tbill":0.00891} {"date":19801031,"ret.all.vw":0.02009,"ret.all.ew":0.04752,"ret.nyse.vw":0.01965,"ret.nyse.ew":0.01801,"dy.nyse":0.04655,"tbill":0.00939} {"date":19801128,"ret.all.vw":0.10495,"ret.all.ew":0.0692,"ret.nyse.vw":0.10766,"ret.nyse.ew":0.05667,"dy.nyse":0.04221,"tbill":0.01212} {"date":19801231,"ret.all.vw":-0.03441,"ret.all.ew":-0.03242,"ret.nyse.vw":-0.03368,"ret.nyse.ew":-0.02104,"dy.nyse":0.04424,"tbill":0.01035} {"date":19810130,"ret.all.vw":-0.04009,"ret.all.ew":0.00561,"ret.nyse.vw":-0.04352,"ret.nyse.ew":-0.00347,"dy.nyse":0.04624,"tbill":0.01151} {"date":19810227,"ret.all.vw":0.01552,"ret.all.ew":0.00215,"ret.nyse.vw":0.01833,"ret.nyse.ew":0.01952,"dy.nyse":0.04627,"tbill":0.0116} {"date":19810331,"ret.all.vw":0.04618,"ret.all.ew":0.07267,"ret.nyse.vw":0.04294,"ret.nyse.ew":0.08069,"dy.nyse":0.045,"tbill":0.01076} {"date":19810430,"ret.all.vw":-0.01127,"ret.all.ew":0.02789,"ret.nyse.vw":-0.01645,"ret.nyse.ew":0.012,"dy.nyse":0.04585,"tbill":0.01142} {"date":19810529,"ret.all.vw":0.01355,"ret.all.ew":0.02719,"ret.nyse.vw":0.00813,"ret.nyse.ew":0.01995,"dy.nyse":0.04627,"tbill":0.01336} {"date":19810630,"ret.all.vw":-0.01024,"ret.all.ew":-0.01319,"ret.nyse.vw":-0.00787,"ret.nyse.ew":-0.00415,"dy.nyse":0.04732,"tbill":0.01192} {"date":19810731,"ret.all.vw":-0.00308,"ret.all.ew":-0.01998,"ret.nyse.vw":0.00076,"ret.nyse.ew":-0.0185,"dy.nyse":0.04704,"tbill":0.01237} {"date":19810831,"ret.all.vw":-0.05628,"ret.all.ew":-0.07191,"ret.nyse.vw":-0.05597,"ret.nyse.ew":-0.06503,"dy.nyse":0.05149,"tbill":0.01238} {"date":19810930,"ret.all.vw":-0.06377,"ret.all.ew":-0.09006,"ret.nyse.vw":-0.0557,"ret.nyse.ew":-0.06441,"dy.nyse":0.05483,"tbill":0.01157} {"date":19811030,"ret.all.vw":0.06016,"ret.all.ew":0.06973,"ret.nyse.vw":0.05731,"ret.nyse.ew":0.07091,"dy.nyse":0.05229,"tbill":0.01051} {"date":19811130,"ret.all.vw":0.04585,"ret.all.ew":0.02167,"ret.nyse.vw":0.04602,"ret.nyse.ew":0.04138,"dy.nyse":0.05084,"tbill":0.00846} {"date":19811231,"ret.all.vw":-0.0281,"ret.all.ew":-0.01969,"ret.nyse.vw":-0.02783,"ret.nyse.ew":-0.02016,"dy.nyse":0.05258,"tbill":0.00795} {"date":19820129,"ret.all.vw":-0.02621,"ret.all.ew":-0.01735,"ret.nyse.vw":-0.02208,"ret.nyse.ew":-0.02274,"dy.nyse":0.05365,"tbill":0.00985} {"date":19820226,"ret.all.vw":-0.05113,"ret.all.ew":-0.04799,"ret.nyse.vw":-0.04925,"ret.nyse.ew":-0.03797,"dy.nyse":0.05773,"tbill":0.00977} {"date":19820331,"ret.all.vw":-0.0101,"ret.all.ew":-0.01206,"ret.nyse.vw":-0.00831,"ret.nyse.ew":-0.00118,"dy.nyse":0.05889,"tbill":0.01109} {"date":19820430,"ret.all.vw":0.04327,"ret.all.ew":0.05224,"ret.nyse.vw":0.04195,"ret.nyse.ew":0.04842,"dy.nyse":0.05626,"tbill":0.01011} {"date":19820528,"ret.all.vw":-0.02821,"ret.all.ew":-0.02249,"ret.nyse.vw":-0.0291,"ret.nyse.ew":-0.03327,"dy.nyse":0.06001,"tbill":0.00944} {"date":19820630,"ret.all.vw":-0.02391,"ret.all.ew":-0.0367,"ret.nyse.vw":-0.01989,"ret.nyse.ew":-0.02096,"dy.nyse":0.06112,"tbill":0.00973} {"date":19820730,"ret.all.vw":-0.02053,"ret.all.ew":-0.01478,"ret.nyse.vw":-0.02109,"ret.nyse.ew":-0.01417,"dy.nyse":0.06271,"tbill":0.00736} {"date":19820831,"ret.all.vw":0.11901,"ret.all.ew":0.06328,"ret.nyse.vw":0.12501,"ret.nyse.ew":0.11358,"dy.nyse":0.05691,"tbill":0.00512} {"date":19820930,"ret.all.vw":0.01676,"ret.all.ew":0.03316,"ret.nyse.vw":0.01265,"ret.nyse.ew":0.02539,"dy.nyse":0.05638,"tbill":0.00579} {"date":19821029,"ret.all.vw":0.11864,"ret.all.ew":0.12845,"ret.nyse.vw":0.11539,"ret.nyse.ew":0.1347,"dy.nyse":0.05029,"tbill":0.00635} {"date":19821130,"ret.all.vw":0.05193,"ret.all.ew":0.09204,"ret.nyse.vw":0.04711,"ret.nyse.ew":0.07311,"dy.nyse":0.04929,"tbill":0.00629} {"date":19821231,"ret.all.vw":0.01452,"ret.all.ew":0.02345,"ret.nyse.vw":0.01615,"ret.nyse.ew":0.01447,"dy.nyse":0.04836,"tbill":0.00665} {"date":19830131,"ret.all.vw":0.04185,"ret.all.ew":0.11706,"ret.nyse.vw":0.03694,"ret.nyse.ew":0.05297,"dy.nyse":0.04739,"tbill":0.00663} {"date":19830228,"ret.all.vw":0.03022,"ret.all.ew":0.04727,"ret.nyse.vw":0.02793,"ret.nyse.ew":0.0477,"dy.nyse":0.04622,"tbill":0.00612} {"date":19830331,"ret.all.vw":0.03467,"ret.all.ew":0.05051,"ret.nyse.vw":0.03346,"ret.nyse.ew":0.04336,"dy.nyse":0.04494,"tbill":0.00707} {"date":19830429,"ret.all.vw":0.07419,"ret.all.ew":0.08069,"ret.nyse.vw":0.07212,"ret.nyse.ew":0.06789,"dy.nyse":0.04202,"tbill":0.00669} {"date":19830531,"ret.all.vw":0.01322,"ret.all.ew":0.09174,"ret.nyse.vw":0.00369,"ret.nyse.ew":0.05105,"dy.nyse":0.04145,"tbill":0.00666} {"date":19830630,"ret.all.vw":0.03784,"ret.all.ew":0.04634,"ret.nyse.vw":0.03833,"ret.nyse.ew":0.03807,"dy.nyse":0.04089,"tbill":0.00717} {"date":19830729,"ret.all.vw":-0.03157,"ret.all.ew":-0.01756,"ret.nyse.vw":-0.03046,"ret.nyse.ew":-0.02016,"dy.nyse":0.04213,"tbill":0.00736} {"date":19830831,"ret.all.vw":0.00346,"ret.all.ew":-0.03292,"ret.nyse.vw":0.01239,"ret.nyse.ew":-0.00866,"dy.nyse":0.04139,"tbill":0.00755} {"date":19830930,"ret.all.vw":0.01606,"ret.all.ew":0.00005,"ret.nyse.vw":0.01751,"ret.nyse.ew":0.02427,"dy.nyse":0.04174,"tbill":0.00722} {"date":19831031,"ret.all.vw":-0.02805,"ret.all.ew":-0.05927,"ret.nyse.vw":-0.01823,"ret.nyse.ew":-0.03523,"dy.nyse":0.04241,"tbill":0.00697} {"date":19831130,"ret.all.vw":0.02956,"ret.all.ew":0.03171,"ret.nyse.vw":0.02564,"ret.nyse.ew":0.04806,"dy.nyse":0.04141,"tbill":0.00701} {"date":19831230,"ret.all.vw":-0.01046,"ret.all.ew":-0.01967,"ret.nyse.vw":-0.00824,"ret.nyse.ew":-0.01136,"dy.nyse":0.04305,"tbill":0.00713} {"date":19840131,"ret.all.vw":-0.01302,"ret.all.ew":0.00542,"ret.nyse.vw":-0.00884,"ret.nyse.ew":-0.00596,"dy.nyse":0.04367,"tbill":0.00733} {"date":19840229,"ret.all.vw":-0.03907,"ret.all.ew":-0.05077,"ret.nyse.vw":-0.03687,"ret.nyse.ew":-0.04969,"dy.nyse":0.04506,"tbill":0.00733} {"date":19840330,"ret.all.vw":0.01339,"ret.all.ew":0.00745,"ret.nyse.vw":0.0167,"ret.nyse.ew":0.01974,"dy.nyse":0.0451,"tbill":0.00788} {"date":19840430,"ret.all.vw":0.00253,"ret.all.ew":-0.02052,"ret.nyse.vw":0.00524,"ret.nyse.ew":-0.00593,"dy.nyse":0.04544,"tbill":0.00764} {"date":19840531,"ret.all.vw":-0.05234,"ret.all.ew":-0.05157,"ret.nyse.vw":-0.05128,"ret.nyse.ew":-0.04955,"dy.nyse":0.04812,"tbill":0.00772} {"date":19840629,"ret.all.vw":0.02339,"ret.all.ew":0.012,"ret.nyse.vw":0.02326,"ret.nyse.ew":0.02597,"dy.nyse":0.04788,"tbill":0.00772} {"date":19840731,"ret.all.vw":-0.02062,"ret.all.ew":-0.0503,"ret.nyse.vw":-0.01567,"ret.nyse.ew":-0.03731,"dy.nyse":0.04931,"tbill":0.00796} {"date":19840831,"ret.all.vw":0.11269,"ret.all.ew":0.08882,"ret.nyse.vw":0.11146,"ret.nyse.ew":0.1182,"dy.nyse":0.04461,"tbill":0.00885} {"date":19840928,"ret.all.vw":0.0004,"ret.all.ew":-0.00038,"ret.nyse.vw":0.00205,"ret.nyse.ew":0.00659,"dy.nyse":0.04464,"tbill":0.00861} {"date":19841031,"ret.all.vw":-0.00007,"ret.all.ew":-0.02376,"ret.nyse.vw":0.00334,"ret.nyse.ew":-0.00496,"dy.nyse":0.04592,"tbill":0.0071} {"date":19841130,"ret.all.vw":-0.01068,"ret.all.ew":-0.03151,"ret.nyse.vw":-0.00952,"ret.nyse.ew":-0.01675,"dy.nyse":0.04566,"tbill":0.00611} {"date":19841231,"ret.all.vw":0.02366,"ret.all.ew":0.00273,"ret.nyse.vw":0.02517,"ret.nyse.ew":0.01835,"dy.nyse":0.04515,"tbill":0.00626} {"date":19850131,"ret.all.vw":0.08572,"ret.all.ew":0.12147,"ret.nyse.vw":0.0795,"ret.nyse.ew":0.10625,"dy.nyse":0.04225,"tbill":0.00631} {"date":19850228,"ret.all.vw":0.0169,"ret.all.ew":0.04602,"ret.nyse.vw":0.01657,"ret.nyse.ew":0.02115,"dy.nyse":0.04192,"tbill":0.00636} {"date":19850329,"ret.all.vw":-0.00175,"ret.all.ew":-0.00353,"ret.nyse.vw":-0.00033,"ret.nyse.ew":-0.00837,"dy.nyse":0.04235,"tbill":0.00667} {"date":19850430,"ret.all.vw":-0.00219,"ret.all.ew":-0.00965,"ret.nyse.vw":-0.00277,"ret.nyse.ew":-0.01125,"dy.nyse":0.04285,"tbill":0.00606} {"date":19850531,"ret.all.vw":0.05578,"ret.all.ew":0.02223,"ret.nyse.vw":0.06056,"ret.nyse.ew":0.04567,"dy.nyse":0.04083,"tbill":0.00579} {"date":19850628,"ret.all.vw":0.01709,"ret.all.ew":0.0021,"ret.nyse.vw":0.01739,"ret.nyse.ew":0.01403,"dy.nyse":0.04016,"tbill":0.00547} {"date":19850731,"ret.all.vw":-0.00025,"ret.all.ew":0.02141,"ret.nyse.vw":-0.00347,"ret.nyse.ew":0.01474,"dy.nyse":0.04089,"tbill":0.00582} {"date":19850830,"ret.all.vw":-0.0048,"ret.all.ew":-0.0022,"ret.nyse.vw":-0.00464,"ret.nyse.ew":-0.00297,"dy.nyse":0.04149,"tbill":0.00583} {"date":19850930,"ret.all.vw":-0.03983,"ret.all.ew":-0.05685,"ret.nyse.vw":-0.03639,"ret.nyse.ew":-0.049,"dy.nyse":0.04337,"tbill":0.00583} {"date":19851031,"ret.all.vw":0.04444,"ret.all.ew":0.01764,"ret.nyse.vw":0.04479,"ret.nyse.ew":0.03494,"dy.nyse":0.04143,"tbill":0.00591} {"date":19851129,"ret.all.vw":0.06923,"ret.all.ew":0.05257,"ret.nyse.vw":0.0689,"ret.nyse.ew":0.06549,"dy.nyse":0.03954,"tbill":0.00541} {"date":19851231,"ret.all.vw":0.04306,"ret.all.ew":0.028,"ret.nyse.vw":0.04556,"ret.nyse.ew":0.04242,"dy.nyse":0.03803,"tbill":0.00487} {"date":19860131,"ret.all.vw":0.00983,"ret.all.ew":0.04406,"ret.nyse.vw":0.00736,"ret.nyse.ew":0.01322,"dy.nyse":0.03794,"tbill":0.00559} {"date":19860228,"ret.all.vw":0.0725,"ret.all.ew":0.06039,"ret.nyse.vw":0.07369,"ret.nyse.ew":0.07041,"dy.nyse":0.03597,"tbill":0.00573} {"date":19860331,"ret.all.vw":0.05388,"ret.all.ew":0.0472,"ret.nyse.vw":0.05562,"ret.nyse.ew":0.05947,"dy.nyse":0.03409,"tbill":0.00517} {"date":19860430,"ret.all.vw":-0.0079,"ret.all.ew":0.01615,"ret.nyse.vw":-0.01314,"ret.nyse.ew":-0.00624,"dy.nyse":0.03507,"tbill":0.00486} {"date":19860530,"ret.all.vw":0.05084,"ret.all.ew":0.03619,"ret.nyse.vw":0.05156,"ret.nyse.ew":0.03973,"dy.nyse":0.0334,"tbill":0.00507} {"date":19860630,"ret.all.vw":0.01425,"ret.all.ew":0.00809,"ret.nyse.vw":0.01505,"ret.nyse.ew":0.00018,"dy.nyse":0.03339,"tbill":0.00485} {"date":19860731,"ret.all.vw":-0.0597,"ret.all.ew":-0.07313,"ret.nyse.vw":-0.05478,"ret.nyse.ew":-0.07173,"dy.nyse":0.03572,"tbill":0.00464} {"date":19860829,"ret.all.vw":0.06618,"ret.all.ew":0.02327,"ret.nyse.vw":0.07316,"ret.nyse.ew":0.06204,"dy.nyse":0.0333,"tbill":0.00422} {"date":19860930,"ret.all.vw":-0.07902,"ret.all.ew":-0.05907,"ret.nyse.vw":-0.07962,"ret.nyse.ew":-0.05347,"dy.nyse":0.03651,"tbill":0.00421} {"date":19861031,"ret.all.vw":0.0493,"ret.all.ew":0.02378,"ret.nyse.vw":0.05395,"ret.nyse.ew":0.04484,"dy.nyse":0.03535,"tbill":0.00422} {"date":19861128,"ret.all.vw":0.01509,"ret.all.ew":-0.00626,"ret.nyse.vw":0.01868,"ret.nyse.ew":0.00572,"dy.nyse":0.0357,"tbill":0.00409} {"date":19861231,"ret.all.vw":-0.02639,"ret.all.ew":-0.03461,"ret.nyse.vw":-0.02676,"ret.nyse.ew":-0.01979,"dy.nyse":0.03708,"tbill":0.00421} {"date":19870130,"ret.all.vw":0.1285,"ret.all.ew":0.11756,"ret.nyse.vw":0.12838,"ret.nyse.ew":0.11307,"dy.nyse":0.03287,"tbill":0.0046} {"date":19870227,"ret.all.vw":0.04792,"ret.all.ew":0.07461,"ret.nyse.vw":0.0411,"ret.nyse.ew":0.05934,"dy.nyse":0.03169,"tbill":0.00442} {"date":19870331,"ret.all.vw":0.02366,"ret.all.ew":0.03631,"ret.nyse.vw":0.02479,"ret.nyse.ew":0.025,"dy.nyse":0.03147,"tbill":0.00428} {"date":19870430,"ret.all.vw":-0.017,"ret.all.ew":-0.01767,"ret.nyse.vw":-0.01484,"ret.nyse.ew":-0.02582,"dy.nyse":0.03259,"tbill":0.004} {"date":19870529,"ret.all.vw":0.00512,"ret.all.ew":0.00057,"ret.nyse.vw":0.0065,"ret.nyse.ew":0.0074,"dy.nyse":0.03264,"tbill":0.00444} {"date":19870630,"ret.all.vw":0.04366,"ret.all.ew":0.02148,"ret.nyse.vw":0.04803,"ret.nyse.ew":0.03826,"dy.nyse":0.03137,"tbill":0.00406} {"date":19870731,"ret.all.vw":0.04425,"ret.all.ew":0.03513,"ret.nyse.vw":0.04672,"ret.nyse.ew":0.04828,"dy.nyse":0.03045,"tbill":0.00461} {"date":19870831,"ret.all.vw":0.03715,"ret.all.ew":0.01453,"ret.nyse.vw":0.03683,"ret.nyse.ew":0.02332,"dy.nyse":0.02989,"tbill":0.00466} {"date":19870930,"ret.all.vw":-0.02077,"ret.all.ew":-0.01588,"ret.nyse.vw":-0.02095,"ret.nyse.ew":-0.01742,"dy.nyse":0.03088,"tbill":0.00536} {"date":19871030,"ret.all.vw":-0.22536,"ret.all.ew":-0.27225,"ret.nyse.vw":-0.21617,"ret.nyse.ew":-0.2562,"dy.nyse":0.03975,"tbill":0.00331} {"date":19871130,"ret.all.vw":-0.07227,"ret.all.ew":-0.05085,"ret.nyse.vw":-0.07526,"ret.nyse.ew":-0.05174,"dy.nyse":0.043,"tbill":0.00289} {"date":19871231,"ret.all.vw":0.07033,"ret.all.ew":0.02606,"ret.nyse.vw":0.06787,"ret.nyse.ew":0.06095,"dy.nyse":0.04047,"tbill":0.00304} {"date":19880129,"ret.all.vw":0.04488,"ret.all.ew":0.07739,"ret.nyse.vw":0.04605,"ret.nyse.ew":0.06713,"dy.nyse":0.03895,"tbill":0.00435} {"date":19880229,"ret.all.vw":0.05169,"ret.all.ew":0.06026,"ret.nyse.vw":0.04895,"ret.nyse.ew":0.07265,"dy.nyse":0.03953,"tbill":0.00426} {"date":19880331,"ret.all.vw":-0.0166,"ret.all.ew":0.03569,"ret.nyse.vw":-0.02434,"ret.nyse.ew":0.01355,"dy.nyse":0.04055,"tbill":0.00472} {"date":19880429,"ret.all.vw":0.01099,"ret.all.ew":0.01402,"ret.nyse.vw":0.01012,"ret.nyse.ew":0.00878,"dy.nyse":0.03977,"tbill":0.00474} {"date":19880531,"ret.all.vw":0.00045,"ret.all.ew":-0.01767,"ret.nyse.vw":0.00524,"ret.nyse.ew":-0.00932,"dy.nyse":0.04049,"tbill":0.00483} {"date":19880630,"ret.all.vw":0.05146,"ret.all.ew":0.04768,"ret.nyse.vw":0.04877,"ret.nyse.ew":0.06117,"dy.nyse":0.03863,"tbill":0.00539} {"date":19880729,"ret.all.vw":-0.00727,"ret.all.ew":0.00029,"ret.nyse.vw":-0.00592,"ret.nyse.ew":-0.00751,"dy.nyse":0.03937,"tbill":0.00525} {"date":19880831,"ret.all.vw":-0.02801,"ret.all.ew":-0.025,"ret.nyse.vw":-0.02805,"ret.nyse.ew":-0.02546,"dy.nyse":0.04123,"tbill":0.00594} {"date":19880930,"ret.all.vw":0.0372,"ret.all.ew":0.01695,"ret.nyse.vw":0.03868,"ret.nyse.ew":0.02702,"dy.nyse":0.03981,"tbill":0.00584} {"date":19881031,"ret.all.vw":0.01764,"ret.all.ew":-0.01149,"ret.nyse.vw":0.02342,"ret.nyse.ew":0.00255,"dy.nyse":0.03996,"tbill":0.00556} {"date":19881130,"ret.all.vw":-0.01641,"ret.all.ew":-0.03648,"ret.nyse.vw":-0.01451,"ret.nyse.ew":-0.02768,"dy.nyse":0.04184,"tbill":0.00563} {"date":19881230,"ret.all.vw":0.02107,"ret.all.ew":0.01887,"ret.nyse.vw":0.01886,"ret.nyse.ew":0.02615,"dy.nyse":0.04208,"tbill":0.00545} {"date":19890131,"ret.all.vw":0.0661,"ret.all.ew":0.06212,"ret.nyse.vw":0.06797,"ret.nyse.ew":0.06015,"dy.nyse":0.04055,"tbill":0.0065} {"date":19890228,"ret.all.vw":-0.01645,"ret.all.ew":0.00299,"ret.nyse.vw":-0.01916,"ret.nyse.ew":-0.00155,"dy.nyse":0.03992,"tbill":0.00621} {"date":19890331,"ret.all.vw":0.02147,"ret.all.ew":0.01806,"ret.nyse.vw":0.02171,"ret.nyse.ew":0.0159,"dy.nyse":0.03957,"tbill":0.00724} {"date":19890428,"ret.all.vw":0.0482,"ret.all.ew":0.02909,"ret.nyse.vw":0.04739,"ret.nyse.ew":0.03709,"dy.nyse":0.03817,"tbill":0.00706} {"date":19890531,"ret.all.vw":0.03934,"ret.all.ew":0.02505,"ret.nyse.vw":0.03879,"ret.nyse.ew":0.03438,"dy.nyse":0.0381,"tbill":0.00709} {"date":19890630,"ret.all.vw":-0.00487,"ret.all.ew":-0.00774,"ret.nyse.vw":-0.00258,"ret.nyse.ew":-0.00254,"dy.nyse":0.0386,"tbill":0.00681} {"date":19890731,"ret.all.vw":0.07713,"ret.all.ew":0.03102,"ret.nyse.vw":0.08367,"ret.nyse.ew":0.05018,"dy.nyse":0.03574,"tbill":0.00647} {"date":19890831,"ret.all.vw":0.02213,"ret.all.ew":0.01863,"ret.nyse.vw":0.02016,"ret.nyse.ew":0.02063,"dy.nyse":0.03561,"tbill":0.00642} {"date":19890929,"ret.all.vw":-0.00147,"ret.all.ew":0.00553,"ret.nyse.vw":-0.00378,"ret.nyse.ew":-0.00642,"dy.nyse":0.03641,"tbill":0.00639} {"date":19891031,"ret.all.vw":-0.02928,"ret.all.ew":-0.04993,"ret.nyse.vw":-0.02768,"ret.nyse.ew":-0.05789,"dy.nyse":0.03691,"tbill":0.00634} {"date":19891130,"ret.all.vw":0.01782,"ret.all.ew":-0.0058,"ret.nyse.vw":0.02025,"ret.nyse.ew":0.00869,"dy.nyse":0.03576,"tbill":0.00583} {"date":19891229,"ret.all.vw":0.0183,"ret.all.ew":-0.01237,"ret.nyse.vw":0.02143,"ret.nyse.ew":0.0026,"dy.nyse":0.03511,"tbill":0.00516} {"date":19900131,"ret.all.vw":-0.07012,"ret.all.ew":-0.04641,"ret.nyse.vw":-0.06767,"ret.nyse.ew":-0.05237,"dy.nyse":0.03743,"tbill":0.0063} {"date":19900228,"ret.all.vw":0.0149,"ret.all.ew":0.01543,"ret.nyse.vw":0.01358,"ret.nyse.ew":0.01043,"dy.nyse":0.03768,"tbill":0.00635} {"date":19900330,"ret.all.vw":0.02414,"ret.all.ew":0.02131,"ret.nyse.vw":0.0236,"ret.nyse.ew":0.02038,"dy.nyse":0.03692,"tbill":0.0066} {"date":19900430,"ret.all.vw":-0.02829,"ret.all.ew":-0.02812,"ret.nyse.vw":-0.02661,"ret.nyse.ew":-0.04295,"dy.nyse":0.03868,"tbill":0.0062} {"date":19900531,"ret.all.vw":0.08894,"ret.all.ew":0.04568,"ret.nyse.vw":0.08956,"ret.nyse.ew":0.05943,"dy.nyse":0.03532,"tbill":0.00605} {"date":19900629,"ret.all.vw":-0.0042,"ret.all.ew":0.00536,"ret.nyse.vw":-0.00586,"ret.nyse.ew":-0.00184,"dy.nyse":0.03588,"tbill":0.0063} {"date":19900731,"ret.all.vw":-0.0094,"ret.all.ew":-0.02573,"ret.nyse.vw":-0.00352,"ret.nyse.ew":-0.01917,"dy.nyse":0.03621,"tbill":0.00615} {"date":19900831,"ret.all.vw":-0.0919,"ret.all.ew":-0.10891,"ret.nyse.vw":-0.08744,"ret.nyse.ew":-0.10489,"dy.nyse":0.03976,"tbill":0.00617} {"date":19900928,"ret.all.vw":-0.05384,"ret.all.ew":-0.08047,"ret.nyse.vw":-0.04867,"ret.nyse.ew":-0.07902,"dy.nyse":0.04128,"tbill":0.00579} {"date":19901031,"ret.all.vw":-0.0125,"ret.all.ew":-0.05715,"ret.nyse.vw":-0.00749,"ret.nyse.ew":-0.04438,"dy.nyse":0.04184,"tbill":0.00556} {"date":19901130,"ret.all.vw":0.06574,"ret.all.ew":0.03547,"ret.nyse.vw":0.06326,"ret.nyse.ew":0.06185,"dy.nyse":0.03978,"tbill":0.00548} {"date":19901231,"ret.all.vw":0.02951,"ret.all.ew":-0.00453,"ret.nyse.vw":0.02824,"ret.nyse.ew":0.0149,"dy.nyse":0.03907,"tbill":0.00449} {"date":19910131,"ret.all.vw":0.04908,"ret.all.ew":0.08417,"ret.nyse.vw":0.04248,"ret.nyse.ew":0.09156,"dy.nyse":0.03755,"tbill":0.00484} {"date":19910228,"ret.all.vw":0.07585,"ret.all.ew":0.1339,"ret.nyse.vw":0.0725,"ret.nyse.ew":0.12152,"dy.nyse":0.03516,"tbill":0.00471} {"date":19910328,"ret.all.vw":0.02892,"ret.all.ew":0.07829,"ret.nyse.vw":0.02408,"ret.nyse.ew":0.04778,"dy.nyse":0.03431,"tbill":0.00485} {"date":19910430,"ret.all.vw":0.00332,"ret.all.ew":0.03196,"ret.nyse.vw":0.00278,"ret.nyse.ew":0.00507,"dy.nyse":0.03425,"tbill":0.00446} {"date":19910531,"ret.all.vw":0.04073,"ret.all.ew":0.03138,"ret.nyse.vw":0.04027,"ret.nyse.ew":0.03627,"dy.nyse":0.03276,"tbill":0.00444} {"date":19910628,"ret.all.vw":-0.04403,"ret.all.ew":-0.03177,"ret.nyse.vw":-0.04227,"ret.nyse.ew":-0.04177,"dy.nyse":0.03414,"tbill":0.00427} {"date":19910731,"ret.all.vw":0.0468,"ret.all.ew":0.0342,"ret.nyse.vw":0.04578,"ret.nyse.ew":0.03048,"dy.nyse":0.03242,"tbill":0.00456} {"date":19910830,"ret.all.vw":0.02682,"ret.all.ew":0.02751,"ret.nyse.vw":0.02464,"ret.nyse.ew":0.02479,"dy.nyse":0.0318,"tbill":0.00437} {"date":19910930,"ret.all.vw":-0.01097,"ret.all.ew":0.00813,"ret.nyse.vw":-0.01364,"ret.nyse.ew":-0.00569,"dy.nyse":0.03263,"tbill":0.00411} {"date":19911031,"ret.all.vw":0.01779,"ret.all.ew":0.02464,"ret.nyse.vw":0.01497,"ret.nyse.ew":0.0104,"dy.nyse":0.0318,"tbill":0.00394} {"date":19911129,"ret.all.vw":-0.03728,"ret.all.ew":-0.02373,"ret.nyse.vw":-0.03781,"ret.nyse.ew":-0.03774,"dy.nyse":0.03325,"tbill":0.00335} {"date":19911231,"ret.all.vw":0.10678,"ret.all.ew":0.03535,"ret.nyse.vw":0.10651,"ret.nyse.ew":0.06343,"dy.nyse":0.03005,"tbill":0.00306} {"date":19920131,"ret.all.vw":-0.00118,"ret.all.ew":0.14997,"ret.nyse.vw":-0.01177,"ret.nyse.ew":0.08333,"dy.nyse":0.03024,"tbill":0.00307} {"date":19920228,"ret.all.vw":0.01335,"ret.all.ew":0.05212,"ret.nyse.vw":0.012,"ret.nyse.ew":0.03176,"dy.nyse":0.02984,"tbill":0.00317} {"date":19920331,"ret.all.vw":-0.0237,"ret.all.ew":-0.01417,"ret.nyse.vw":-0.0189,"ret.nyse.ew":-0.01969,"dy.nyse":0.03097,"tbill":0.0033} {"date":19920430,"ret.all.vw":0.01342,"ret.all.ew":-0.03326,"ret.nyse.vw":0.02349,"ret.nyse.ew":-0.00727,"dy.nyse":0.02992,"tbill":0.00288} {"date":19920529,"ret.all.vw":0.00644,"ret.all.ew":0.00568,"ret.nyse.vw":0.00544,"ret.nyse.ew":0.00707,"dy.nyse":0.0298,"tbill":0.00299} {"date":19920630,"ret.all.vw":-0.01929,"ret.all.ew":-0.03922,"ret.nyse.vw":-0.01592,"ret.nyse.ew":-0.02765,"dy.nyse":0.03079,"tbill":0.00289} {"date":19920731,"ret.all.vw":0.0399,"ret.all.ew":0.02762,"ret.nyse.vw":0.04109,"ret.nyse.ew":0.03506,"dy.nyse":0.02952,"tbill":0.00253} {"date":19920831,"ret.all.vw":-0.02082,"ret.all.ew":-0.0239,"ret.nyse.vw":-0.01938,"ret.nyse.ew":-0.02265,"dy.nyse":0.03017,"tbill":0.00249} {"date":19920930,"ret.all.vw":0.01245,"ret.all.ew":0.01105,"ret.nyse.vw":0.00958,"ret.nyse.ew":0.0071,"dy.nyse":0.03017,"tbill":0.00221} {"date":19921030,"ret.all.vw":0.01099,"ret.all.ew":0.01622,"ret.nyse.vw":0.0066,"ret.nyse.ew":0.01227,"dy.nyse":0.02995,"tbill":0.00228} {"date":19921130,"ret.all.vw":0.04019,"ret.all.ew":0.06669,"ret.nyse.vw":0.03431,"ret.nyse.ew":0.0456,"dy.nyse":0.02922,"tbill":0.0022} {"date":19921231,"ret.all.vw":0.01777,"ret.all.ew":0.03568,"ret.nyse.vw":0.0149,"ret.nyse.ew":0.02817,"dy.nyse":0.02881,"tbill":0.00241} {"date":19930129,"ret.all.vw":0.01264,"ret.all.ew":0.06761,"ret.nyse.vw":0.00928,"ret.nyse.ew":0.0368,"dy.nyse":0.02864,"tbill":0.00236} {"date":19930226,"ret.all.vw":0.0054,"ret.all.ew":-0.0072,"ret.nyse.vw":0.01285,"ret.nyse.ew":0.00949,"dy.nyse":0.02831,"tbill":0.00224} {"date":19930331,"ret.all.vw":0.02508,"ret.all.ew":0.03141,"ret.nyse.vw":0.02402,"ret.nyse.ew":0.03102,"dy.nyse":0.02804,"tbill":0.00236} {"date":19930430,"ret.all.vw":-0.0254,"ret.all.ew":-0.01111,"ret.nyse.vw":-0.0233,"ret.nyse.ew":-0.01599,"dy.nyse":0.02873,"tbill":0.00235} {"date":19930528,"ret.all.vw":0.0296,"ret.all.ew":0.03874,"ret.nyse.vw":0.02444,"ret.nyse.ew":0.02615,"dy.nyse":0.02829,"tbill":0.00243} {"date":19930630,"ret.all.vw":0.00544,"ret.all.ew":0.01342,"ret.nyse.vw":0.00522,"ret.nyse.ew":0.00395,"dy.nyse":0.02824,"tbill":0.00236} {"date":19930730,"ret.all.vw":-0.00079,"ret.all.ew":0.01372,"ret.nyse.vw":-0.00124,"ret.nyse.ew":0.00951,"dy.nyse":0.02831,"tbill":0.00237} {"date":19930831,"ret.all.vw":0.03948,"ret.all.ew":0.0397,"ret.nyse.vw":0.03701,"ret.nyse.ew":0.0363,"dy.nyse":0.02742,"tbill":0.00236} {"date":19930930,"ret.all.vw":0.00064,"ret.all.ew":0.02551,"ret.nyse.vw":-0.00442,"ret.nyse.ew":0.00594,"dy.nyse":0.02773,"tbill":0.00229} {"date":19931029,"ret.all.vw":0.01806,"ret.all.ew":0.04052,"ret.nyse.vw":0.0166,"ret.nyse.ew":0.02299,"dy.nyse":0.02741,"tbill":0.00233} {"date":19931130,"ret.all.vw":-0.01761,"ret.all.ew":-0.02447,"ret.nyse.vw":-0.01405,"ret.nyse.ew":-0.02161,"dy.nyse":0.02796,"tbill":0.00226} {"date":19931231,"ret.all.vw":0.01951,"ret.all.ew":0.01619,"ret.nyse.vw":0.01769,"ret.nyse.ew":0.03604,"dy.nyse":0.02752,"tbill":0.00242} {"date":19940131,"ret.all.vw":0.03147,"ret.all.ew":0.04917,"ret.nyse.vw":0.03193,"ret.nyse.ew":0.04108,"dy.nyse":0.02691,"tbill":0.0023} {"date":19940228,"ret.all.vw":-0.02422,"ret.all.ew":-0.00995,"ret.nyse.vw":-0.02667,"ret.nyse.ew":-0.01546,"dy.nyse":0.02785,"tbill":0.00239} {"date":19940331,"ret.all.vw":-0.04579,"ret.all.ew":-0.04596,"ret.nyse.vw":-0.04255,"ret.nyse.ew":-0.05057,"dy.nyse":0.02897,"tbill":0.00279} {"date":19940429,"ret.all.vw":0.00948,"ret.all.ew":-0.01173,"ret.nyse.vw":0.01447,"ret.nyse.ew":0.00836,"dy.nyse":0.02867,"tbill":0.00298} {"date":19940531,"ret.all.vw":0.00936,"ret.all.ew":-0.00083,"ret.nyse.vw":0.01106,"ret.nyse.ew":0.0019,"dy.nyse":0.02857,"tbill":0.00312} {"date":19940630,"ret.all.vw":-0.02791,"ret.all.ew":-0.02818,"ret.nyse.vw":-0.02533,"ret.nyse.ew":-0.02385,"dy.nyse":0.02942,"tbill":0.0029} {"date":19940729,"ret.all.vw":0.03063,"ret.all.ew":0.01578,"ret.nyse.vw":0.0321,"ret.nyse.ew":0.02384,"dy.nyse":0.02857,"tbill":0.00325} {"date":19940831,"ret.all.vw":0.0426,"ret.all.ew":0.03676,"ret.nyse.vw":0.03945,"ret.nyse.ew":0.03914,"dy.nyse":0.02763,"tbill":0.00361} {"date":19940930,"ret.all.vw":-0.01836,"ret.all.ew":0.00486,"ret.nyse.vw":-0.02255,"ret.nyse.ew":-0.01564,"dy.nyse":0.0284,"tbill":0.0037} {"date":19941031,"ret.all.vw":0.01452,"ret.all.ew":-0.0033,"ret.nyse.vw":0.01453,"ret.nyse.ew":-0.00857,"dy.nyse":0.02828,"tbill":0.00357} {"date":19941130,"ret.all.vw":-0.03722,"ret.all.ew":-0.04074,"ret.nyse.vw":-0.03733,"ret.nyse.ew":-0.03904,"dy.nyse":0.02939,"tbill":0.00408} {"date":19941230,"ret.all.vw":0.01261,"ret.all.ew":-0.01342,"ret.nyse.vw":0.01475,"ret.nyse.ew":0.00389,"dy.nyse":0.02944,"tbill":0.0039} {"date":19950131,"ret.all.vw":0.0204,"ret.all.ew":0.02786,"ret.nyse.vw":0.0236,"ret.nyse.ew":0.00996,"dy.nyse":0.02902,"tbill":0.00427} {"date":19950228,"ret.all.vw":0.03961,"ret.all.ew":0.02837,"ret.nyse.vw":0.03749,"ret.nyse.ew":0.02884,"dy.nyse":0.02796,"tbill":0.00413} {"date":19950331,"ret.all.vw":0.02704,"ret.all.ew":0.01952,"ret.nyse.vw":0.02664,"ret.nyse.ew":0.01672,"dy.nyse":0.0274,"tbill":0.00476} {"date":19950428,"ret.all.vw":0.02505,"ret.all.ew":0.02698,"ret.nyse.vw":0.02368,"ret.nyse.ew":0.02459,"dy.nyse":0.02705,"tbill":0.00472} {"date":19950531,"ret.all.vw":0.03401,"ret.all.ew":0.02027,"ret.nyse.vw":0.03572,"ret.nyse.ew":0.02599,"dy.nyse":0.02632,"tbill":0.00465} {"date":19950630,"ret.all.vw":0.03117,"ret.all.ew":0.04992,"ret.nyse.vw":0.02193,"ret.nyse.ew":0.02397,"dy.nyse":0.02583,"tbill":0.00439} {"date":19950731,"ret.all.vw":0.04078,"ret.all.ew":0.05471,"ret.nyse.vw":0.03417,"ret.nyse.ew":0.0351,"dy.nyse":0.02585,"tbill":0.00449} {"date":19950831,"ret.all.vw":0.0093,"ret.all.ew":0.03204,"ret.nyse.vw":0.00687,"ret.nyse.ew":0.0122,"dy.nyse":0.0259,"tbill":0.00442} {"date":19950929,"ret.all.vw":0.03636,"ret.all.ew":0.0264,"ret.nyse.vw":0.03964,"ret.nyse.ew":0.01586,"dy.nyse":0.02497,"tbill":0.00441} {"date":19951031,"ret.all.vw":-0.01132,"ret.all.ew":-0.04147,"ret.nyse.vw":-0.0112,"ret.nyse.ew":-0.03364,"dy.nyse":0.02544,"tbill":0.00411} {"date":19951130,"ret.all.vw":0.04271,"ret.all.ew":0.01666,"ret.nyse.vw":0.04744,"ret.nyse.ew":0.03299,"dy.nyse":0.02458,"tbill":0.00446} {"date":19951229,"ret.all.vw":0.01519,"ret.all.ew":0.00893,"ret.nyse.vw":0.01965,"ret.nyse.ew":0.02202,"dy.nyse":0.02413,"tbill":0.00377} {"date":19960131,"ret.all.vw":0.02814,"ret.all.ew":0.03466,"ret.nyse.vw":0.03326,"ret.nyse.ew":0.03104,"dy.nyse":0.02353,"tbill":0.00406} {"date":19960229,"ret.all.vw":0.01631,"ret.all.ew":0.03231,"ret.nyse.vw":0.01186,"ret.nyse.ew":0.01476,"dy.nyse":0.02354,"tbill":0.0041} {"date":19960329,"ret.all.vw":0.01093,"ret.all.ew":0.02409,"ret.nyse.vw":0.01255,"ret.nyse.ew":0.0216,"dy.nyse":0.02337,"tbill":0.00428} {"date":19960430,"ret.all.vw":0.02551,"ret.all.ew":0.05805,"ret.nyse.vw":0.01309,"ret.nyse.ew":0.0293,"dy.nyse":0.02325,"tbill":0.00398} {"date":19960531,"ret.all.vw":0.0268,"ret.all.ew":0.06262,"ret.nyse.vw":0.02243,"ret.nyse.ew":0.02378,"dy.nyse":0.02294,"tbill":0.00414} {"date":19960628,"ret.all.vw":-0.0083,"ret.all.ew":-0.03217,"ret.nyse.vw":0.00188,"ret.nyse.ew":-0.00936,"dy.nyse":0.02296,"tbill":0.00397} {"date":19960731,"ret.all.vw":-0.05382,"ret.all.ew":-0.0796,"ret.nyse.vw":-0.04518,"ret.nyse.ew":-0.04799,"dy.nyse":0.02402,"tbill":0.00414} {"date":19960830,"ret.all.vw":0.03246,"ret.all.ew":0.04563,"ret.nyse.vw":0.02726,"ret.nyse.ew":0.03906,"dy.nyse":0.02328,"tbill":0.00421} {"date":19960930,"ret.all.vw":0.05301,"ret.all.ew":0.02875,"ret.nyse.vw":0.04861,"ret.nyse.ew":0.02782,"dy.nyse":0.02249,"tbill":0.00411} {"date":19961031,"ret.all.vw":0.01363,"ret.all.ew":-0.02084,"ret.nyse.vw":0.02,"ret.nyse.ew":0.00543,"dy.nyse":0.02236,"tbill":0.00409} {"date":19961129,"ret.all.vw":0.0655,"ret.all.ew":0.0247,"ret.nyse.vw":0.06712,"ret.nyse.ew":0.04163,"dy.nyse":0.02094,"tbill":0.00408} {"date":19961231,"ret.all.vw":-0.01136,"ret.all.ew":-0.0026,"ret.nyse.vw":-0.01355,"ret.nyse.ew":0.0104,"dy.nyse":0.02149,"tbill":0.00401} {"date":19970131,"ret.all.vw":0.05345,"ret.all.ew":0.06383,"ret.nyse.vw":0.04962,"ret.nyse.ew":0.03497,"dy.nyse":0.02045,"tbill":0.00409} {"date":19970228,"ret.all.vw":-0.00114,"ret.all.ew":-0.0103,"ret.nyse.vw":0.0108,"ret.nyse.ew":0.00451,"dy.nyse":0.02029,"tbill":0.00416} {"date":19970331,"ret.all.vw":-0.04482,"ret.all.ew":-0.04922,"ret.nyse.vw":-0.04025,"ret.nyse.ew":-0.0297,"dy.nyse":0.02146,"tbill":0.0043} {"date":19970430,"ret.all.vw":0.0423,"ret.all.ew":-0.0216,"ret.nyse.vw":0.04603,"ret.nyse.ew":0.00898,"dy.nyse":0.02068,"tbill":0.00411} {"date":19970530,"ret.all.vw":0.07162,"ret.all.ew":0.08519,"ret.nyse.vw":0.06245,"ret.nyse.ew":0.07305,"dy.nyse":0.01938,"tbill":0.00363} {"date":19970630,"ret.all.vw":0.04415,"ret.all.ew":0.04314,"ret.nyse.vw":0.04729,"ret.nyse.ew":0.04889,"dy.nyse":0.01866,"tbill":0.00416} {"date":19970731,"ret.all.vw":0.0765,"ret.all.ew":0.04882,"ret.nyse.vw":0.07109,"ret.nyse.ew":0.05388,"dy.nyse":0.01764,"tbill":0.00421} {"date":19970829,"ret.all.vw":-0.03627,"ret.all.ew":0.02761,"ret.nyse.vw":-0.04446,"ret.nyse.ew":-0.00058,"dy.nyse":0.01842,"tbill":0.00413} {"date":19970930,"ret.all.vw":0.05843,"ret.all.ew":0.08174,"ret.nyse.vw":0.05739,"ret.nyse.ew":0.05671,"dy.nyse":0.01758,"tbill":0.00391} {"date":19971031,"ret.all.vw":-0.03453,"ret.all.ew":-0.02615,"ret.nyse.vw":-0.03016,"ret.nyse.ew":-0.03859,"dy.nyse":0.01821,"tbill":0.00403} {"date":19971128,"ret.all.vw":0.03046,"ret.all.ew":-0.02206,"ret.nyse.vw":0.03748,"ret.nyse.ew":0.00095,"dy.nyse":0.01754,"tbill":0.00411} {"date":19971231,"ret.all.vw":0.01777,"ret.all.ew":-0.02387,"ret.nyse.vw":0.02512,"ret.nyse.ew":0.01539,"dy.nyse":0.01733,"tbill":0.00421} {"date":19980130,"ret.all.vw":0.00453,"ret.all.ew":0.01537,"ret.nyse.vw":-0.00049,"ret.nyse.ew":-0.00226,"dy.nyse":0.0174,"tbill":0.00414} {"date":19980227,"ret.all.vw":0.07323,"ret.all.ew":0.06045,"ret.nyse.vw":0.06878,"ret.nyse.ew":0.05871,"dy.nyse":0.0164,"tbill":0.00422} {"date":19980331,"ret.all.vw":0.05132,"ret.all.ew":0.04688,"ret.nyse.vw":0.05437,"ret.nyse.ew":0.04223,"dy.nyse":0.01559,"tbill":0.00431} {"date":19980430,"ret.all.vw":0.01086,"ret.all.ew":0.02324,"ret.nyse.vw":0.00949,"ret.nyse.ew":0.00156,"dy.nyse":0.01563,"tbill":0.00389} {"date":19980529,"ret.all.vw":-0.02575,"ret.all.ew":-0.04257,"ret.nyse.vw":-0.01881,"ret.nyse.ew":-0.03378,"dy.nyse":0.01595,"tbill":0.00376} {"date":19980630,"ret.all.vw":0.03195,"ret.all.ew":-0.02915,"ret.nyse.vw":0.02541,"ret.nyse.ew":-0.01377,"dy.nyse":0.01573,"tbill":0.00387} {"date":19980731,"ret.all.vw":-0.02326,"ret.all.ew":-0.05055,"ret.nyse.vw":-0.02551,"ret.nyse.ew":-0.04753,"dy.nyse":0.01608,"tbill":0.00391} {"date":19980831,"ret.all.vw":-0.15767,"ret.all.ew":-0.19638,"ret.nyse.vw":-0.1473,"ret.nyse.ew":-0.16551,"dy.nyse":0.01906,"tbill":0.00386} {"date":19980930,"ret.all.vw":0.06384,"ret.all.ew":0.04325,"ret.nyse.vw":0.04929,"ret.nyse.ew":0.04702,"dy.nyse":0.01834,"tbill":0.00332} {"date":19981030,"ret.all.vw":0.07436,"ret.all.ew":0.03783,"ret.nyse.vw":0.08167,"ret.nyse.ew":0.05602,"dy.nyse":0.01693,"tbill":0.00292} {"date":19981130,"ret.all.vw":0.06199,"ret.all.ew":0.07591,"ret.nyse.vw":0.05338,"ret.nyse.ew":0.04086,"dy.nyse":0.01619,"tbill":0.00366} {"date":19981231,"ret.all.vw":0.06305,"ret.all.ew":0.01886,"ret.nyse.vw":0.04849,"ret.nyse.ew":0.01376,"dy.nyse":0.01548,"tbill":0.00362} {"date":19990129,"ret.all.vw":0.03835,"ret.all.ew":0.06485,"ret.nyse.vw":0.01242,"ret.nyse.ew":-0.0077,"dy.nyse":0.01541,"tbill":0.00363} {"date":19990226,"ret.all.vw":-0.0381,"ret.all.ew":-0.04217,"ret.nyse.vw":-0.02418,"ret.nyse.ew":-0.04118,"dy.nyse":0.01579,"tbill":0.00371} {"date":19990331,"ret.all.vw":0.03786,"ret.all.ew":-0.00137,"ret.nyse.vw":0.02859,"ret.nyse.ew":0.0151,"dy.nyse":0.01554,"tbill":0.00375} {"date":19990430,"ret.all.vw":0.049,"ret.all.ew":0.0839,"ret.nyse.vw":0.05312,"ret.nyse.ew":0.09767,"dy.nyse":0.01468,"tbill":0.00367} {"date":19990528,"ret.all.vw":-0.02072,"ret.all.ew":0.02513,"ret.nyse.vw":-0.01881,"ret.nyse.ew":0.01026,"dy.nyse":0.01568,"tbill":0.00364} {"date":19990630,"ret.all.vw":0.05102,"ret.all.ew":0.03839,"ret.nyse.vw":0.04231,"ret.nyse.ew":0.03339,"dy.nyse":0.01509,"tbill":0.00365} {"date":19990730,"ret.all.vw":-0.03063,"ret.all.ew":0.00727,"ret.nyse.vw":-0.03483,"ret.nyse.ew":-0.01541,"dy.nyse":0.01571,"tbill":0.00366} {"date":19990831,"ret.all.vw":-0.00998,"ret.all.ew":-0.03061,"ret.nyse.vw":-0.02231,"ret.nyse.ew":-0.03467,"dy.nyse":0.01611,"tbill":0.00371} {"date":19990930,"ret.all.vw":-0.02287,"ret.all.ew":-0.01425,"ret.nyse.vw":-0.03078,"ret.nyse.ew":-0.02901,"dy.nyse":0.01678,"tbill":0.00371} {"date":19991029,"ret.all.vw":0.06205,"ret.all.ew":-0.00135,"ret.nyse.vw":0.05755,"ret.nyse.ew":-0.01629,"dy.nyse":0.01585,"tbill":0.00359} {"date":19991130,"ret.all.vw":0.03686,"ret.all.ew":0.09141,"ret.nyse.vw":0.00907,"ret.nyse.ew":0.01041,"dy.nyse":0.01582,"tbill":0.00376} {"date":19991231,"ret.all.vw":0.08392,"ret.all.ew":0.08483,"ret.nyse.vw":0.0329,"ret.nyse.ew":0.03061,"dy.nyse":0.01536,"tbill":0.0042} {"date":20000131,"ret.all.vw":-0.03974,"ret.all.ew":0.05061,"ret.nyse.vw":-0.04245,"ret.nyse.ew":-0.01887,"dy.nyse":0.01607,"tbill":0.00444} {"date":20000229,"ret.all.vw":0.03177,"ret.all.ew":0.12044,"ret.nyse.vw":-0.04042,"ret.nyse.ew":-0.00673,"dy.nyse":0.0169,"tbill":0.00438} {"date":20000331,"ret.all.vw":0.05355,"ret.all.ew":-0.00043,"ret.nyse.vw":0.09556,"ret.nyse.ew":0.06116,"dy.nyse":0.01541,"tbill":0.00482} {"date":20000428,"ret.all.vw":-0.05947,"ret.all.ew":-0.0885,"ret.nyse.vw":-0.00611,"ret.nyse.ew":-0.00598,"dy.nyse":0.01577,"tbill":0.00434} {"date":20000531,"ret.all.vw":-0.03905,"ret.all.ew":-0.05732,"ret.nyse.vw":-0.00132,"ret.nyse.ew":-0.00217,"dy.nyse":0.01542,"tbill":0.00385} {"date":20000630,"ret.all.vw":0.05165,"ret.all.ew":0.07924,"ret.nyse.vw":0.00237,"ret.nyse.ew":0.01933,"dy.nyse":0.01518,"tbill":0.00464} {"date":20000731,"ret.all.vw":-0.01711,"ret.all.ew":-0.01935,"ret.nyse.vw":0.00016,"ret.nyse.ew":0.01586,"dy.nyse":0.01511,"tbill":0.00484} {"date":20000831,"ret.all.vw":0.07581,"ret.all.ew":0.05926,"ret.nyse.vw":0.05699,"ret.nyse.ew":0.04401,"dy.nyse":0.0146,"tbill":0.00514} {"date":20000929,"ret.all.vw":-0.05114,"ret.all.ew":-0.0401,"ret.nyse.vw":-0.01435,"ret.nyse.ew":-0.01341,"dy.nyse":0.01451,"tbill":0.00488} {"date":20001031,"ret.all.vw":-0.02456,"ret.all.ew":-0.06681,"ret.nyse.vw":0.00194,"ret.nyse.ew":-0.01956,"dy.nyse":0.01456,"tbill":0.00497} {"date":20001130,"ret.all.vw":-0.10255,"ret.all.ew":-0.11856,"ret.nyse.vw":-0.0498,"ret.nyse.ew":-0.03629,"dy.nyse":0.01559,"tbill":0.00504} {"date":20001229,"ret.all.vw":0.02034,"ret.all.ew":-0.00703,"ret.nyse.vw":0.04354,"ret.nyse.ew":0.06597,"dy.nyse":0.01478,"tbill":0.00475} {"date":20010131,"ret.all.vw":0.03953,"ret.all.ew":0.22501,"ret.nyse.vw":0.01364,"ret.nyse.ew":0.09174,"dy.nyse":0.01471,"tbill":0.00398} {"date":20010228,"ret.all.vw":-0.09927,"ret.all.ew":-0.07451,"ret.nyse.vw":-0.05675,"ret.nyse.ew":-0.01558,"dy.nyse":0.01562,"tbill":0.00413} {"date":20010330,"ret.all.vw":-0.07029,"ret.all.ew":-0.07272,"ret.nyse.vw":-0.05027,"ret.nyse.ew":-0.03783,"dy.nyse":0.01622,"tbill":0.00365} {"date":20010430,"ret.all.vw":0.08391,"ret.all.ew":0.07644,"ret.nyse.vw":0.06682,"ret.nyse.ew":0.05476,"dy.nyse":0.01517,"tbill":0.00308} {"date":20010531,"ret.all.vw":0.01056,"ret.all.ew":0.06222,"ret.nyse.vw":0.01361,"ret.nyse.ew":0.04199,"dy.nyse":0.01504,"tbill":0.00284} {"date":20010629,"ret.all.vw":-0.01748,"ret.all.ew":0.00772,"ret.nyse.vw":-0.02876,"ret.nyse.ew":-0.00149,"dy.nyse":0.01535,"tbill":0.00281} {"date":20010731,"ret.all.vw":-0.01832,"ret.all.ew":-0.02841,"ret.nyse.vw":-0.00557,"ret.nyse.ew":-0.01046,"dy.nyse":0.01563,"tbill":0.003} {"date":20010831,"ret.all.vw":-0.05908,"ret.all.ew":-0.03501,"ret.nyse.vw":-0.04579,"ret.nyse.ew":-0.01223,"dy.nyse":0.01636,"tbill":0.00278} {"date":20010928,"ret.all.vw":-0.09154,"ret.all.ew":-0.1278,"ret.nyse.vw":-0.07224,"ret.nyse.ew":-0.11251,"dy.nyse":0.01781,"tbill":0.00196} {"date":20011031,"ret.all.vw":0.02797,"ret.all.ew":0.0781,"ret.nyse.vw":0.00537,"ret.nyse.ew":0.02845,"dy.nyse":0.0178,"tbill":0.00172} {"date":20011130,"ret.all.vw":0.07873,"ret.all.ew":0.08081,"ret.nyse.vw":0.06333,"ret.nyse.ew":0.06399,"dy.nyse":0.01652,"tbill":0.00142} {"date":20011231,"ret.all.vw":0.01784,"ret.all.ew":0.05774,"ret.nyse.vw":0.01975,"ret.nyse.ew":0.04685,"dy.nyse":0.0164,"tbill":0.00135} {"date":20020131,"ret.all.vw":-0.01606,"ret.all.ew":0.01819,"ret.nyse.vw":-0.01831,"ret.nyse.ew":0.00837,"dy.nyse":0.0168,"tbill":0.00139} {"date":20020228,"ret.all.vw":-0.02171,"ret.all.ew":-0.03306,"ret.nyse.vw":0.00037,"ret.nyse.ew":0.00517,"dy.nyse":0.01687,"tbill":0.00143} {"date":20020328,"ret.all.vw":0.04469,"ret.all.ew":0.07467,"ret.nyse.vw":0.03901,"ret.nyse.ew":0.06641,"dy.nyse":0.01613,"tbill":0.00141} {"date":20020430,"ret.all.vw":-0.04965,"ret.all.ew":-0.00317,"ret.nyse.vw":-0.04133,"ret.nyse.ew":0.01619,"dy.nyse":0.01671,"tbill":0.00144} {"date":20020531,"ret.all.vw":-0.01046,"ret.all.ew":-0.01551,"ret.nyse.vw":-0.00268,"ret.nyse.ew":-0.00893,"dy.nyse":0.01665,"tbill":0.00139} {"date":20020628,"ret.all.vw":-0.07024,"ret.all.ew":-0.06731,"ret.nyse.vw":-0.06536,"ret.nyse.ew":-0.04516,"dy.nyse":0.01831,"tbill":0.00137} {"date":20020731,"ret.all.vw":-0.08114,"ret.all.ew":-0.1075,"ret.nyse.vw":-0.07865,"ret.nyse.ew":-0.10104,"dy.nyse":0.01992,"tbill":0.0014} {"date":20020830,"ret.all.vw":0.00798,"ret.all.ew":0.00634,"ret.nyse.vw":0.01172,"ret.nyse.ew":0.00884,"dy.nyse":0.01943,"tbill":0.00136} {"date":20020930,"ret.all.vw":-0.09998,"ret.all.ew":-0.08449,"ret.nyse.vw":-0.09878,"ret.nyse.ew":-0.07641,"dy.nyse":0.02169,"tbill":0.00129} {"date":20021031,"ret.all.vw":0.07496,"ret.all.ew":0.04277,"ret.nyse.vw":0.06317,"ret.nyse.ew":0.01805,"dy.nyse":0.02062,"tbill":0.00117} {"date":20021129,"ret.all.vw":0.06128,"ret.all.ew":0.11778,"ret.nyse.vw":0.04978,"ret.nyse.ew":0.07373,"dy.nyse":0.01964,"tbill":0.001} {"date":20021231,"ret.all.vw":-0.05331,"ret.all.ew":-0.04016,"ret.nyse.vw":-0.04339,"ret.nyse.ew":-0.01786,"dy.nyse":0.02069,"tbill":0.00093} {"date":20030131,"ret.all.vw":-0.02343,"ret.all.ew":0.00607,"ret.nyse.vw":-0.02658,"ret.nyse.ew":-0.01239,"dy.nyse":0.02126,"tbill":0.00094} {"date":20030228,"ret.all.vw":-0.01541,"ret.all.ew":-0.02142,"ret.nyse.vw":-0.02229,"ret.nyse.ew":-0.02402,"dy.nyse":0.02175,"tbill":0.00098} {"date":20030331,"ret.all.vw":0.01033,"ret.all.ew":0.00943,"ret.nyse.vw":0.01215,"ret.nyse.ew":0.00338,"dy.nyse":0.02172,"tbill":0.00094} {"date":20030430,"ret.all.vw":0.08279,"ret.all.ew":0.09822,"ret.nyse.vw":0.08116,"ret.nyse.ew":0.08829,"dy.nyse":0.02059,"tbill":0.0009} {"date":20030530,"ret.all.vw":0.06351,"ret.all.ew":0.13318,"ret.nyse.vw":0.05695,"ret.nyse.ew":0.08626,"dy.nyse":0.01951,"tbill":0.00092} {"date":20030630,"ret.all.vw":0.01633,"ret.all.ew":0.04974,"ret.nyse.vw":0.01626,"ret.nyse.ew":0.02761,"dy.nyse":0.01945,"tbill":0.00065} {"date":20030731,"ret.all.vw":0.02313,"ret.all.ew":0.06193,"ret.nyse.vw":0.01224,"ret.nyse.ew":0.02604,"dy.nyse":0.01943,"tbill":0.00072} {"date":20030829,"ret.all.vw":0.02491,"ret.all.ew":0.04743,"ret.nyse.vw":0.01943,"ret.nyse.ew":0.03772,"dy.nyse":0.01918,"tbill":0.0008} {"date":20030930,"ret.all.vw":-0.0091,"ret.all.ew":0.02524,"ret.nyse.vw":-0.00844,"ret.nyse.ew":0.00316,"dy.nyse":0.01964,"tbill":0.0007} {"date":20031031,"ret.all.vw":0.06033,"ret.all.ew":0.08093,"ret.nyse.vw":0.05483,"ret.nyse.ew":0.06778,"dy.nyse":0.0189,"tbill":0.00075} {"date":20031128,"ret.all.vw":0.01661,"ret.all.ew":0.03815,"ret.nyse.vw":0.01659,"ret.nyse.ew":0.03238,"dy.nyse":0.01885,"tbill":0.00074} {"date":20031231,"ret.all.vw":0.04553,"ret.all.ew":0.03891,"ret.nyse.vw":0.05213,"ret.nyse.ew":0.05296,"dy.nyse":0.01824,"tbill":0.00068} {"date":20040130,"ret.all.vw":0.02306,"ret.all.ew":0.06576,"ret.nyse.vw":0.02069,"ret.nyse.ew":0.02921,"dy.nyse":0.018,"tbill":0.00068} {"date":20040227,"ret.all.vw":0.01547,"ret.all.ew":0.01372,"ret.nyse.vw":0.02426,"ret.nyse.ew":0.02677,"dy.nyse":0.01783,"tbill":0.00077} {"date":20040331,"ret.all.vw":-0.01068,"ret.all.ew":0.00629,"ret.nyse.vw":-0.00933,"ret.nyse.ew":0.00752,"dy.nyse":0.01842,"tbill":0.00076} {"date":20040430,"ret.all.vw":-0.02423,"ret.all.ew":-0.04359,"ret.nyse.vw":-0.02085,"ret.nyse.ew":-0.04546,"dy.nyse":0.0191,"tbill":0.00067} {"date":20040528,"ret.all.vw":0.01413,"ret.all.ew":0.00259,"ret.nyse.vw":0.00903,"ret.nyse.ew":0.00837,"dy.nyse":0.01933,"tbill":0.00075} {"date":20040630,"ret.all.vw":0.02156,"ret.all.ew":0.02273,"ret.nyse.vw":0.01895,"ret.nyse.ew":0.03375,"dy.nyse":0.01931,"tbill":0.00093} {"date":20040730,"ret.all.vw":-0.03768,"ret.all.ew":-0.05108,"ret.nyse.vw":-0.02772,"ret.nyse.ew":-0.02238,"dy.nyse":0.01984,"tbill":0.00105} {"date":20040831,"ret.all.vw":0.00272,"ret.all.ew":-0.00473,"ret.nyse.vw":0.00981,"ret.nyse.ew":0.01116,"dy.nyse":0.01999,"tbill":0.00119} {"date":20040930,"ret.all.vw":0.02055,"ret.all.ew":0.04159,"ret.nyse.vw":0.01718,"ret.nyse.ew":0.0375,"dy.nyse":0.0198,"tbill":0.0012} {"date":20041029,"ret.all.vw":0.01781,"ret.all.ew":0.02084,"ret.nyse.vw":0.01182,"ret.nyse.ew":0.01684,"dy.nyse":0.01968,"tbill":0.00144} {"date":20041130,"ret.all.vw":0.04824,"ret.all.ew":0.07993,"ret.nyse.vw":0.04455,"ret.nyse.ew":0.06582,"dy.nyse":0.01914,"tbill":0.00167} {"date":20041231,"ret.all.vw":0.03518,"ret.all.ew":0.05292,"ret.nyse.vw":0.03486,"ret.nyse.ew":0.03613,"dy.nyse":0.01875,"tbill":0.00157} {"date":20050131,"ret.all.vw":-0.02656,"ret.all.ew":-0.02928,"ret.nyse.vw":-0.02027,"ret.nyse.ew":-0.01581,"dy.nyse":0.01907,"tbill":0.00178} {"date":20050228,"ret.all.vw":0.0227,"ret.all.ew":0.01664,"ret.nyse.vw":0.02896,"ret.nyse.ew":0.02842,"dy.nyse":0.019,"tbill":0.00205} {"date":20050331,"ret.all.vw":-0.01694,"ret.all.ew":-0.03184,"ret.nyse.vw":-0.0148,"ret.nyse.ew":-0.02458,"dy.nyse":0.01976,"tbill":0.00214} {"date":20050429,"ret.all.vw":-0.02518,"ret.all.ew":-0.04651,"ret.nyse.vw":-0.02172,"ret.nyse.ew":-0.03142,"dy.nyse":0.02037,"tbill":0.00223} {"date":20050531,"ret.all.vw":0.03792,"ret.all.ew":0.04381,"ret.nyse.vw":0.02875,"ret.nyse.ew":0.04244,"dy.nyse":0.02,"tbill":0.00226} {"date":20050630,"ret.all.vw":0.01153,"ret.all.ew":0.03215,"ret.nyse.vw":0.01491,"ret.nyse.ew":0.03163,"dy.nyse":0.0199,"tbill":0.00246} {"date":20050729,"ret.all.vw":0.04333,"ret.all.ew":0.05874,"ret.nyse.vw":0.03836,"ret.nyse.ew":0.04933,"dy.nyse":0.01928,"tbill":0.00266} {"date":20050831,"ret.all.vw":-0.00594,"ret.all.ew":-0.00722,"ret.nyse.vw":-0.00453,"ret.nyse.ew":-0.00439,"dy.nyse":0.01989,"tbill":0.00275} {"date":20050930,"ret.all.vw":0.01058,"ret.all.ew":0.01053,"ret.nyse.vw":0.01218,"ret.nyse.ew":0.00733,"dy.nyse":0.01965,"tbill":0.00262} {"date":20051031,"ret.all.vw":-0.02079,"ret.all.ew":-0.03388,"ret.nyse.vw":-0.02108,"ret.nyse.ew":-0.03528,"dy.nyse":0.01995,"tbill":0.00304} {"date":20051130,"ret.all.vw":0.04041,"ret.all.ew":0.03432,"ret.nyse.vw":0.03696,"ret.nyse.ew":0.03328,"dy.nyse":0.0201,"tbill":0.00327} {"date":20051230,"ret.all.vw":0.00348,"ret.all.ew":0.01348,"ret.nyse.vw":0.00681,"ret.nyse.ew":0.01333,"dy.nyse":0.01994,"tbill":0.00325} {"date":20060131,"ret.all.vw":0.04011,"ret.all.ew":0.07635,"ret.nyse.vw":0.03786,"ret.nyse.ew":0.06242,"dy.nyse":0.01934,"tbill":0.00356} {"date":20060228,"ret.all.vw":-0.00164,"ret.all.ew":0.00484,"ret.nyse.vw":0.00083,"ret.nyse.ew":0.00067,"dy.nyse":0.0197,"tbill":0.00364} {"date":20060331,"ret.all.vw":0.01906,"ret.all.ew":0.03698,"ret.nyse.vw":0.0166,"ret.nyse.ew":0.02858,"dy.nyse":0.01939,"tbill":0.00378} {"date":20060428,"ret.all.vw":0.01297,"ret.all.ew":0.00976,"ret.nyse.vw":0.01764,"ret.nyse.ew":0.01355,"dy.nyse":0.01937,"tbill":0.0038} {"date":20060531,"ret.all.vw":-0.03104,"ret.all.ew":-0.04433,"ret.nyse.vw":-0.02339,"ret.nyse.ew":-0.03199,"dy.nyse":0.02043,"tbill":0.00387} {"date":20060630,"ret.all.vw":-0.0004,"ret.all.ew":-0.00844,"ret.nyse.vw":-0.00015,"ret.nyse.ew":0.00054,"dy.nyse":0.02052,"tbill":0.00386} {"date":20060731,"ret.all.vw":-0.0019,"ret.all.ew":-0.02267,"ret.nyse.vw":0.00652,"ret.nyse.ew":-0.0059,"dy.nyse":0.02045,"tbill":0.00415} {"date":20060831,"ret.all.vw":0.02508,"ret.all.ew":0.02513,"ret.nyse.vw":0.02072,"ret.nyse.ew":0.02685,"dy.nyse":0.02046,"tbill":0.00409} {"date":20060929,"ret.all.vw":0.01945,"ret.all.ew":0.00902,"ret.nyse.vw":0.01681,"ret.nyse.ew":0.01118,"dy.nyse":0.0203,"tbill":0.00383} {"date":20061031,"ret.all.vw":0.03709,"ret.all.ew":0.0463,"ret.nyse.vw":0.03426,"ret.nyse.ew":0.0451,"dy.nyse":0.01981,"tbill":0.00424} {"date":20061130,"ret.all.vw":0.02372,"ret.all.ew":0.03125,"ret.nyse.vw":0.02218,"ret.nyse.ew":0.03412,"dy.nyse":0.01986,"tbill":0.0041} {"date":20061229,"ret.all.vw":0.01082,"ret.all.ew":0.01475,"ret.nyse.vw":0.01503,"ret.nyse.ew":0.01679,"dy.nyse":0.0199,"tbill":0.00393} {"date":20070131,"ret.all.vw":0.01944,"ret.all.ew":0.02234,"ret.nyse.vw":0.01971,"ret.nyse.ew":0.02254,"dy.nyse":0.0197,"tbill":0.00412} {"date":20070228,"ret.all.vw":-0.014,"ret.all.ew":0.00215,"ret.nyse.vw":-0.01319,"ret.nyse.ew":-0.00072,"dy.nyse":0.02035,"tbill":0.00424} {"date":20070330,"ret.all.vw":0.01295,"ret.all.ew":0.00657,"ret.nyse.vw":0.01533,"ret.nyse.ew":0.01376,"dy.nyse":0.02024,"tbill":0.00416} {"date":20070430,"ret.all.vw":0.03989,"ret.all.ew":0.02696,"ret.nyse.vw":0.03933,"ret.nyse.ew":0.03141,"dy.nyse":0.01953,"tbill":0.00392} {"date":20070531,"ret.all.vw":0.0389,"ret.all.ew":0.02302,"ret.nyse.vw":0.04019,"ret.nyse.ew":0.03391,"dy.nyse":0.01942,"tbill":0.00387} {"date":20070629,"ret.all.vw":-0.01476,"ret.all.ew":-0.00788,"ret.nyse.vw":-0.01798,"ret.nyse.ew":-0.01398,"dy.nyse":0.01991,"tbill":0.00373} {"date":20070731,"ret.all.vw":-0.03175,"ret.all.ew":-0.04362,"ret.nyse.vw":-0.0341,"ret.nyse.ew":-0.0485,"dy.nyse":0.02069,"tbill":0.0042} {"date":20070831,"ret.all.vw":0.01162,"ret.all.ew":-0.01178,"ret.nyse.vw":0.00985,"ret.nyse.ew":-0.00365,"dy.nyse":0.02069,"tbill":0.00342} {"date":20070928,"ret.all.vw":0.0409,"ret.all.ew":0.0253,"ret.nyse.vw":0.04082,"ret.nyse.ew":0.02265,"dy.nyse":0.02033,"tbill":0.00283} {"date":20071031,"ret.all.vw":0.02584,"ret.all.ew":0.01727,"ret.nyse.vw":0.01792,"ret.nyse.ew":0.01946,"dy.nyse":0.0202,"tbill":0.00328} {"date":20071130,"ret.all.vw":-0.04928,"ret.all.ew":-0.07708,"ret.nyse.vw":-0.04389,"ret.nyse.ew":-0.06473,"dy.nyse":0.021,"tbill":0.00265} {"date":20071231,"ret.all.vw":-0.00434,"ret.all.ew":-0.01088,"ret.nyse.vw":-0.00508,"ret.nyse.ew":-0.00441,"dy.nyse":0.02166,"tbill":0.00235} {"date":20080131,"ret.all.vw":-0.06231,"ret.all.ew":-0.04459,"ret.nyse.vw":-0.05321,"ret.nyse.ew":-0.03083,"dy.nyse":0.02319,"tbill":0.00137} {"date":20080229,"ret.all.vw":-0.02204,"ret.all.ew":-0.02188,"ret.nyse.vw":-0.01628,"ret.nyse.ew":-0.02235,"dy.nyse":0.02348,"tbill":0.0017} {"date":20080331,"ret.all.vw":-0.01047,"ret.all.ew":-0.02597,"ret.nyse.vw":-0.01357,"ret.nyse.ew":-0.01483,"dy.nyse":0.02408,"tbill":0.00102} {"date":20080430,"ret.all.vw":0.05115,"ret.all.ew":0.03121,"ret.nyse.vw":0.04995,"ret.nyse.ew":0.04897,"dy.nyse":0.02283,"tbill":0.00103} {"date":20080530,"ret.all.vw":0.02383,"ret.all.ew":0.03217,"ret.nyse.vw":0.01814,"ret.nyse.ew":0.03146,"dy.nyse":0.02236,"tbill":0.0016} {"date":20080630,"ret.all.vw":-0.07863,"ret.all.ew":-0.08706,"ret.nyse.vw":-0.07653,"ret.nyse.ew":-0.09238,"dy.nyse":0.02468,"tbill":0.00139} {"date":20080731,"ret.all.vw":-0.01316,"ret.all.ew":-0.001,"ret.nyse.vw":-0.01892,"ret.nyse.ew":-0.0038,"dy.nyse":0.02557,"tbill":0.0013} {"date":20080829,"ret.all.vw":0.01104,"ret.all.ew":0.01406,"ret.nyse.vw":0.00959,"ret.nyse.ew":0.02026,"dy.nyse":0.02515,"tbill":0.00137} {"date":20080930,"ret.all.vw":-0.09806,"ret.all.ew":-0.12088,"ret.nyse.vw":-0.09318,"ret.nyse.ew":-0.12501,"dy.nyse":0.02791,"tbill":0.00079} {"date":20081031,"ret.all.vw":-0.18472,"ret.all.ew":-0.206,"ret.nyse.vw":-0.18679,"ret.nyse.ew":-0.21431,"dy.nyse":0.03454,"tbill":0.00021} {"date":20081128,"ret.all.vw":-0.0852,"ret.all.ew":-0.13659,"ret.nyse.vw":-0.0797,"ret.nyse.ew":-0.12861,"dy.nyse":0.03715,"tbill":0.00002} {"date":20081231,"ret.all.vw":0.02147,"ret.all.ew":0.04308,"ret.nyse.vw":0.01951,"ret.nyse.ew":0.07019,"dy.nyse":0.03609,"tbill":0.00002} {"date":20090130,"ret.all.vw":-0.07744,"ret.all.ew":-0.01906,"ret.nyse.vw":-0.08182,"ret.nyse.ew":-0.04824,"dy.nyse":0.03888,"tbill":0.00015} {"date":20090227,"ret.all.vw":-0.10096,"ret.all.ew":-0.11172,"ret.nyse.vw":-0.11005,"ret.nyse.ew":-0.12424,"dy.nyse":0.04377,"tbill":0.00014} {"date":20090331,"ret.all.vw":0.0877,"ret.all.ew":0.11327,"ret.nyse.vw":0.08128,"ret.nyse.ew":0.09634,"dy.nyse":0.04084,"tbill":0.00012} {"date":20090430,"ret.all.vw":0.11055,"ret.all.ew":0.20414,"ret.nyse.vw":0.10707,"ret.nyse.ew":0.22631,"dy.nyse":0.03645,"tbill":0.00003} {"date":20090529,"ret.all.vw":0.06734,"ret.all.ew":0.10659,"ret.nyse.vw":0.07664,"ret.nyse.ew":0.09686,"dy.nyse":0.03283,"tbill":0.00007} {"date":20090630,"ret.all.vw":-0.00278,"ret.all.ew":0.02726,"ret.nyse.vw":-0.01265,"ret.nyse.ew":0.00166,"dy.nyse":0.03235,"tbill":0.00012} {"date":20090731,"ret.all.vw":0.08245,"ret.all.ew":0.08817,"ret.nyse.vw":0.08388,"ret.nyse.ew":0.10723,"dy.nyse":0.02933,"tbill":0.00011} {"date":20090831,"ret.all.vw":0.03189,"ret.all.ew":0.06166,"ret.nyse.vw":0.03642,"ret.nyse.ew":0.06693,"dy.nyse":0.0279,"tbill":0.00008} {"date":20090930,"ret.all.vw":0.04524,"ret.all.ew":0.07547,"ret.nyse.vw":0.0419,"ret.nyse.ew":0.07112,"dy.nyse":0.02611,"tbill":0.00004} {"date":20091030,"ret.all.vw":-0.02842,"ret.all.ew":-0.0539,"ret.nyse.vw":-0.0262,"ret.nyse.ew":-0.04628,"dy.nyse":0.02641,"tbill":1e-05} {"date":20091130,"ret.all.vw":0.05738,"ret.all.ew":0.02778,"ret.nyse.vw":0.05977,"ret.nyse.ew":0.04307,"dy.nyse":0.02484,"tbill":0.00006} {"date":20091231,"ret.all.vw":0.02917,"ret.all.ew":0.05931,"ret.nyse.vw":0.02038,"ret.nyse.ew":0.05724,"dy.nyse":0.02391,"tbill":0.00003}