search query: @author Wilson, J. W. / total: 3
reference: 1 / 3
« previous | next »
| Author: | Wilson, J. W. Jones, C. P. |
| Title: | An analysis of the S&P 500 index and Cowles's extensions: price indexes and stock returns, 1870-1999 |
| Journal: | Journal of Business
2002 : JUL, VOL. 75:3, p. 505-533 |
| Index terms: | Stock markets Share prices Economic history Prices Stock index options |
| Language: | eng |
| Abstract: | The article provides a consistent monthly stock price index from January 1871 through 1999. The broadly defined S&P Weekly Index is reconstructed from 1918 and carried forward as the S&P 500 Composite Index to the present.The result is a monthly index of prices, dividends, and earnings based on consistent definitions over a period of 130 years. |
« previous | next »
SCIMA