Appendix B to Introducing a New Database of 19th Century US Stocks
18 Pages Posted: 26 Sep 2017
Date Written: September 2, 2017
Second of three appendices to:
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
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