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Use this form to search by old CUSIP: https://quotes.fidelity.com/mmnet/SymLookup.phtml the form will return - not found - if CUSIP changed.

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Squared return is basically a measure (the simplest measure) of volatility, it shows how big the day's return is without looking at whether it is positive or negative. Periods of time with big squared returns are volatile periods (The Great Recession of 2008-2009 for example). So the regression you propose basically shows how volatility of a stock today is ...

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This doesn't answer your question directly but might be helpful: you won't have much data given the frequency of release of GDP composition of GDP has changed significantly over time (e.g. less VA from manufacturing, more from services) GDP is revised substantially and a long time after initial release (e.g. corporate profit component of US GDP was ...

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Normally, your question is formulated by asking if gdp is linked to stock performance, since gdp is output, it is very clearly linked to revenue growth. In which case, the question is: does gdp growth lead to higher excess returns? Just food for thought. Either way, here’s a paper I came across myself when I was looking into the same question. They site a ...

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By negative risk premium, I am assuming you are referring to a negative $\beta_i$, the slope parameter for $r_{m,t}-r_f$. For simplicity, I am going to use the simple CAPM model without the augmented Fame-French three factors here. The interpretation will be the same for the augmented model. The simple CAPM model is as follows, r_{i,t} = \alpha_i+\beta_i (...

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