A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability
Goetzmann, William N., Ibbotson, Roger G. and Peng , Liang, "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability" (July 14, 2000). Yale ICF Working Paper No. 00-13; Yale SOM Working Paper No. ICF - 00-13. Available at SSRN:
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