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| Author: | Dimson, E. Marsh, P. |
| Title: | U.K. financial market returns, 1955-2000 |
| Journal: | Journal of Business
2001 : JAN, VOL. 74:1, p. 1-31 |
| Index terms: | FINANCIAL MARKETS INDEXATION INFLATION STOCK MARKETS UNITED KINGDOM |
| Language: | eng |
| Abstract: | The authors present and analyze new monthly index series for U.K. financial assets, covering equities, bonds, bills, and inflation. The indicies are used to estimate equity and bond premia and to make international comparisons, especially with the United States, Germany and Japan. The authors illustrate potential uses of the new series by investigating stock market seasonality, inflation-linked bonds, real dividend growth rates and the small-firm effect. |
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