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An Analysis of the S&P 500 Index and Cowles’s Extensions: Price Indexes and Stock Returns, 1870–1999
12 references·16 citing·37 second hop
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(2000)Disappearing Dividends: Chang…A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability (2000)A New Historical Database for…The Equity Premium: Stock and Bond Returns Since 1802 (1992)The Equity Premium: Stock and…Indexes of U.S. Stock Prices from 1802 to 1987 (1990)Indexes of U.S. Stock Prices …Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974) (1976)Stocks, Bonds, Bills, and Inf…Rates of Return on Investments in Common Stocks (1964)Rates of Return on Investment…The Interpolation of Time Series by Related Series (1962)The Interpolation of Time Ser…Note on the Correlation of First Differences of Averages in a Random Chain (1960)Note on the Correlation of Fi…The Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856. 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this work references cited by second hop

References

  • 2001Board of Governors of the Federal Reserve System1,130 cited
  • 2017From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’504 cited
  • 1960Note on the Correlation of First Differences of Averages in a Random Chain406 cited
  • 1990Indexes of U.S. Stock Prices from 1802 to 1987356 cited
  • 1937Some A Posteriori Probabilities in Stock Market Action255 cited
  • 2000Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?233 cited
  • 1962The Interpolation of Time Series by Related Series213 cited
  • 1976Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974)212 cited
  • 1939The Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856.190 cited
  • 1992The Equity Premium: Stock and Bond Returns Since 1802185 cited
  • 1964Rates of Return on Investments in Common Stocks150 cited
  • 2000A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability108 cited

Cited by

  • 2008Noncompensatory/nonlinear composite indicators for ranking countries: a defensible setting311 cited
  • 2005Constructing Consistent Composite Indicators: the Issue of Weights136 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2006Equity Premium: Historical, Expected, Required and Implied89 cited
  • 2003A History of Public Sector Pensions in the United States74 cited
  • 2006MARKET TIMING IN REGRESSIONS AND REALITY47 cited
  • 2021U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?46 cited
  • 2020Seventy-Five Years of Investing for Future Generations44 cited
  • 2004Equity Risk Premium42 cited
  • 2010Are Members of Business for Social Responsibility More Socially Responsible?40 cited
  • 2011Agency and Institutional Investment38 cited
  • 2003Global Evidence on the Equity Risk Premium38 cited
  • 2006Analysis of the third European survey on working conditions with composite indicators34 cited
  • 2004The Changing Nature of Stock and Bond Volatility33 cited
  • 2020Seventy-Five Years of Investing for Future Generations29 cited
  • 2010The Corporate Pyramid Fable27 cited
  • 2001Stock Market Returns in the Long Run: Participating in the Real Economy26 cited