Daily closing prices, adjusted closes, and volume of the stock most
directly exposed to the 2024 U.S. presidential election, matching the
window of polymarket2024. Companion asset series for the event-beta
example in event_beta().
Format
A tibble with 126 rows and 4 columns:
- date
Trading day (
Date).- close
Closing price (USD).
- adjusted
Split/dividend-adjusted close (USD).
- volume
Trading volume (shares).
Source
Yahoo Finance (via the tidyquant package), ticker DJT,
retrieved 2026-08-30. See data-raw/03-fetch-djt.R.
Examples
data(djt2024)
data(polymarket2024)
event_beta(djt2024, pm_daily(as_event_prices(polymarket2024)))
#> -- Event-beta regression (Newey-West, 4 lags)
#> Event exposure deta_hat = 1.2765 (se 0.4838, t = 2.64), n = 108, R^2 = 0.064
#> Model-implied levels at mean q = 0.554: eta1 = 1.5699, eta2 = 0.2934
#> (No external deta supplied: levels/loading test not identified from returns alone.)