A Comparison of Annual Common Stock Returns: 1871-1925 with 1926-85
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DOI: 10.1086/296394
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Cited by:
- Shapiro, Matthew D, 1988.
"The Stabilization of the U.S. Economy: Evidence from the Stock Marke t,"
American Economic Review, American Economic Association, vol. 78(5), pages 1067-1079, December.
- Matthew D. Shapiro, 1988. "The Stabilization of the U.S. Economy Evidence From the Stock Market," NBER Working Papers 2645, National Bureau of Economic Research, Inc.
- Matthew D. Shapiro, 1988. "The Stabilization of the U.S. Economy: Evidence from the Stock Market," Cowles Foundation Discussion Papers 876, Cowles Foundation for Research in Economics, Yale University.
- Myung Jig Kim & Charles R. Nelson & Richard Startz, 1991.
"Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 515-528.
- Kim, M.J. & Nelson, C.R. & Startz, R., 1988. "Mean Reversion In Stock Prices? A Reappraisal Of Empirical Evidence," Discussion Papers in Economics at the University of Washington 88-15, Department of Economics at the University of Washington.
- Myung Jig Kim & Charles R. Nelson & Richard Startz, 1988. "Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence," NBER Working Papers 2795, National Bureau of Economic Research, Inc.
- Kim, M.J. & Nelson, C.R. & Startz, R., 1988. "Mean Reversion In Stock Prices? A Reappraisal Of Empirical Evidence," Working Papers 88-15, University of Washington, Department of Economics.
- Foerster, Stephen R. & Sapp, Stephen G., 2011. "Back to fundamentals: The role of expected cash flows in equity valuation," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 320-343.
- Tim Brailsford & John C. Handley & Krishnan Maheswaran, 2008. "Re‐examination of the historical equity risk premium in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(1), pages 73-97, March.
- G. William Schwert, 1988. "Why Does Stock Market Volatility Change Over Time?," NBER Working Papers 2798, National Bureau of Economic Research, Inc.
- Schwert, G.W., 1989.
"Indexes Of United States Stock Prices From 1802-1987,"
Papers
89-04, Rochester, Business - General.
- G. William Schwert, 1989. "Indexes of United States Stock Prices From 1802 to 1987," NBER Working Papers 2985, National Bureau of Economic Research, Inc.
- Goetzmann, William N. & Ibbotson, Roger G. & Peng, Liang, 2001.
"A new historical database for the NYSE 1815 to 1925: Performance and predictability,"
Journal of Financial Markets, Elsevier, vol. 4(1), pages 1-32, January.
- William N. Goetzmann & Roger G. Ibbotson & Liang Peng, 2000. "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability," Yale School of Management Working Papers ysm154, Yale School of Management.
- William N. Goetzmann & ROGER G. IBBOTSON & LIANG PENG, 2004. "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability," Yale School of Management Working Papers ysm5, Yale School of Management.
- William Goetzmann & Roger Ibbotson & Liang Peng, 2000. "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability," Yale School of Management Working Papers ysm5, Yale School of Management, revised 01 Mar 2001.
- Charles P. Jones & Jack W. Wilson, 1989. "An Analysis Of The January Effect In Stocks And Interest Rates Under Varying Monetary Regimes," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(4), pages 341-354, December.
- Wilson, Jack W. & Jones, Charles P., 1988. "Returns On Stocks, Bonds, And Commercial Paper: Long-Term Construction, Analysis, And Comparisons," Department of Economics and Business - Archive 259430, North Carolina State University, Department of Economics.
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