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A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability · Study

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PreprintA New Historical Database for the NYSE 1815 to 1925: Performance and Predictability

William Nelson Goetzmann2000

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Preprintgreen2000

A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability

William Nelson Goetzmann · Roger G. Ibbotson · Liang Peng

108 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1993Measuring and Testing the Impact of News on Volatility 1988Dividend yields and expected stock returns 1989Why Does Stock Market Volatility Change Over Time?1988Permanent and Temporary Components of Stock Prices 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1990Alternative models for conditional stock volatility 1989Why Does Stock Market Volatility Change Over Time?

Cited by

2002An Analysis of the S&P 500 Index and Cowles’s Extensions: Price Indexes and Stock Returns, 1870–1999 2006The other January effect☆2006Equity Premium: Historical, Expected, Required and Implied 2014Momentum Trading, Return Chasing, and Predictable Crashes 2013The Development of Opacity in U.S. Banking 2009Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets

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2001A new historical database for the NYSE 1815 to 1925: Performance and predictabilityarticle · 20 shared references 19969 Predictable components in stock returnschapter · 9 shared references 2008On the Reversal of Return and Dividend Growth Predictability: A Tale of Two Periodsarticle · 8 shared references 2007The intertemporal relation between expected returns and riskarticle · 7 shared references 2012Dividend Smoothing and Predictabilityarticle · 7 shared references 2004Estimating the market risk premiumarticle · 7 shared references

Details

Year2000

Typepreprint

Published2000-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations108

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.236982

openalex_workW2144120967

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2016Financial Market History: Reflections on the Past for Investors Today

2003Capital Gains, Dividend Yields, and Expected Inflation