DJIA Dataset

Market: Dow Jones Industrial Average

Number of stocks: 30

Number of days: 507 (2 years)

Period: Jan 14, 2001 to Jan 14, 2003

Other info: All DJIA stocks. Source: Yahoo Finance

Stock Composition:

1. ALCOA INC
2. GENERAL ELEC CO
3. JOHNSON&JOHNSON
4. MICROSOFT CP
5. AMER EXPRESS CO
6. GENERAL MOTORS
7. JP MORGAN CHASE
8. PROCTER & GAMBLE
9. BOEING CO
10. HOME DEPOT INC
11. COCA COLA CO
12. SBC COMMS
13. CITIGROUP
14. HONEYWELL INTL
15. MCDONALDS CORP
16. AT&T CORP
17. CATERPILLAR
18. HEWLETT-PACKARD
19. 3M COMPANY
20. UNITED TECH CP
21. DU PONT CO
22. INTL BUS MACHINE
23. PHILIP MORRIS
24. WAL-MART STORES
25. WALT DISNEY CO
26. INTEL CORP
27. MERCK & CO
28. EXXON MOBIL
29. EASTMAN KODAK
30. INTL PAPER CO