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- W3150634864 abstract "Monthly stock returns from Smith and Cole [1935], Macaulay [1938] and Cowles [1939J are compared and contrasted with the returns to the CRSP value and equal-weighted portfolios of New York Stock Exchange (NYSE) stocks. Daily stock returns from Dow Jones [1972] and Standard & Poor's [1986] are compared and contrasted with the returns to the CRSP value and equal-weighted portfolios of NYSE and American Stock Exchange (AMEX) stocks. Effects of dividends, nonsynchronous trading and time-averaging are analyzed. Splicing together the best indexes gives monthly data from 1802-1987 (2,227) observations) and daily data from 1885-1987 (28,884 observations.) This working paper was produced incompletely - several pages of the original were missing and others were duplicated. To see a complete version of this paper click here" @default.
- W3150634864 created "2021-04-13" @default.
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- W3150634864 date "1989-01-01" @default.
- W3150634864 modified "2023-09-23" @default.
- W3150634864 title "Indexes of United States Stock Prices From 1802 to 1987" @default.
- W3150634864 hasPublicationYear "1989" @default.
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