Appendix B to Introducing a New Database of 19th Century US Stocks

McQuarrie, Edward F.

doi:10.2139/ssrn.3039163

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Appendix B to Introducing a New Database of 19th Century US Stocks

18 Pages Posted: 26 Sep 2017

See all articles by Edward F. McQuarrie

Edward F. McQuarrie

Santa Clara University - Leavey School of Business

Date Written: September 2, 2017

Abstract

Second of three appendices to:

http://ssrn.com/abstract=3011486.

Critiques design and construction of predecessor indices of 19th century US stocks, including Smith and Cole (1935), Goetzmann, Ibbotson and Peng (2001), Macaulay (1938) and Cowles (1938).

Keywords: 19th century stock markets, index construction, railroad stocks

Suggested Citation: Suggested Citation

McQuarrie, Edward F., Appendix B to Introducing a New Database of 19th Century US Stocks (September 2, 2017). Available at SSRN: https://ssrn.com/abstract=3039163 or http://dx.doi.org/10.2139/ssrn.3039163