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  • Letter from Sanjay Mongia of the Jerome Levy Economics Institute of Bard College to Elizabeth Wollman regarding data on stock prices and profits (8/1/1994)

  • Morgan Stanley research page with graph titled Stock Prices Follow Profits (8/1/1994)

  • Data tables from the Levy Forecasting Center on nonfinancial corporate profits, corporate tax liabilities, and the S&P 500 Industrial Index (8/1/1994)

  • Notes titled Industry Forecast Profits and Markets Jan–March ’94 (8/1/1994)

  • Handwritten notes titled Stock Mkt with equations (8/30/1994)

  • Handwritten notes with equations (7/2/1994)

  • Handwritten notes titled Stock Notes (1992)

  • Handwritten notes titled 3. Basic System related to stock dynamics

  • Handwritten notes on stock market adjustment mechanisms

  • Handwritten notes titled Stock Market & Speculation Dynamics (5/16/1994)

  • Handwritten notes titled Stock Market & Expectation (5/16/1994)

  • Handwritten notes titled Stock Market with Hypotheses (3/25/1994)

  • Handwritten notes titled Real Returns from Financial Investments (3/17/1994)

  • Tables from Survey of Current Business (9/1993), including Table 1-2: Gross Domestic Product, Table 3: GDP in Constant Dollars, and Table 4: National Income and Disposition of Personal Income

  • Handwritten notes titled DATA.WK1, describing data variables and sources (2/26/1994)

  • Handwritten notes titled Stock Market & Industrial Returns (4/6/1994)

  • Handwritten notes titled Kaldor concerning cyclical components (3/25/1994)

  • Handwritten notes on capacity utilization and productivity equations

  • Handwritten notes on stock market return equations

  • Handwritten notes titled Stock Market Return & Stock Prices (3/20/1994)

  • Handwritten notes titled Derivative Instruments (Cox, Ross & Zarchal, 1985)

  • Statistical output for LS with dependent variable D(GPS) and accompanying graph (3/20/1994)

  • Alternative LS model with dependent variable D(GPS) and graph (3/20/1994)

  • Statistical output for LS with dependent variable MROP, titled ANNUAL Coefficient Covariance Matrix, and graph (3/29/1980)

  • Statistical output for LS with dependent variable D(RSNET) and graph (4/24/1980)

  • Graph of BKVALX from TSP file STOCK2A1-WF (monthly) (4/24/1994)

  • Graph of GDIV from TSP file STOCK1

  • Graph titled FIG 1: Capacity Utilization Measures

  • Scatter plot of RSNET vs. RSNET(-1)

  • Memo regarding the GF Minority Student Issues Committee with handwritten notes on stock market prediction (4/13/1994)

  • Scatter plot of GPS vs. GPS(-1)

  • Scatter plot of YS vs. YS(-1) with handwritten notes

  • Graph of PSE and DPAYOUT with handwritten notes (3/1994)

  • Graph titled Real Earnings per Share and Real Stock Prices (S&P) [Log Scale] (3/1994)

  • Graph titled Real Earnings per Share (3/18/1994)

  • Graph showing A5GER1PE and AV5GERPE with handwritten notes (4/26/1994)

  • Graph showing AV5GBPSE (4/26/1994)

  • Normalized graph showing YS vs. AV5GEPSE(-1)

  • Graph showing IR and AV5GBRPR(-2)

  • Graph showing GEPSE and AVGEPSE (4/26/1994)

  • Graph titled Earnings and Total Return, Per Share (S&P Industrials) (1872–1947), with handwritten notes

  • Graph titled Earnings and Total Return, Per Share (S&P Industrials) (1947–1988)

  • Graph titled Nrmlzed Exc Ret = (Tot Ret – Erngs)/Div (S&P Industrials) (1872–1947)

  • Graph titled Nrmlzed Exc Ret = (Tot Ret – Erngs)/Div (S&P Industrials) (1947–1985)

  • Graph titled Stock Prices and Dividends (S&P Industrials)

  • Graph titled Current Stock Yield (y = d/ps) (S&P Industrials)

  • Graph titled Div Payout Rate & Earnings/Price Ratio (S&P Industrials)

  • Graph titled Nominal Annual Rate of Return on Stocks, 1872–1986

  • Graph titled Stock Mkt Incremental Rates of Return

  • Graph titled Stock Market Price, Earnings & Dividends Per Share

  • Graph titled Stock Mkt Yield and Earnings/Price

  • Document titled Shiller Data (C:\STOCKMKT\SHILLER) describing data files used in Market Volatility by Robert Shiller (10/1993)

  • Document titled CHAPT26.ASC (C:\STOCKMKT\SHILLER), data appendix from Market Volatility, Chapter 26 (2/12/1989)

  • Data file titled COMOVEUS.DAT (C:\STOCKMKT\SHILLER), from Comovements in Stock Prices and Comovements in Dividends by Robert J. Shiller, Journal of Finance (7/1989)

  • Data file titled BOND.DAT (C:\STOCKMKT\SHILLER), used in the Bond Overview chapter of Market Volatility by Robert J. Shiller

  • Data file titled SPCOMPON.DAT (C:\STOCKMKT\SHILLER), components of S&P indexes (Industrials, Utilities, Railroads)

  • Data file titled PNOMAV.ASC (C:\STOCKMKT\SHILLER), S&P composite index annual average (1871–1987)

  • Readme file titled README.J87 for data used in Campbell and Shiller, Cointegration and Tests of Present Value Models, Journal of Political Economy (1987), Chapter 16

  • Graph titled Price Change & Earnings (S&P Industrial Stocks)

  • Graph titled PROF/STKINDEX and Interest Rate, with handwritten annotations

  • Graph titled Stock Mkt Rate of Return (Nominal Rate)

  • Data tables titled Components of S&P Stock Indexes (S. J. Shiller, 1/1990, Yale Univ. Com), Industrials 1871–1988

  • Page with graphs titled Profits & Stock Prices from unidentified publication

  • Handwritten notes titled Savings & FA of Capitalists (11/20/1989)

  • Handwritten notes titled Incremental Common (1/22/1990)

  • Page 7 from unidentified publication with Figure 2: Real Standard & Poor’s Dividends, 1871–1979

  • Table titled The Return on Stock Market (1926–1967) from Investment Principles and Practice (6th ed.) by R. Badger, H. Torgenson, and H. Guthmann (1969)

  • Data table by H. Guthmann continuing The Return on Stock Market (1926–1967)

  • Handwritten notes titled Stock Mkt and Savings Rates (9/27/1989)

  • Graph titled Excess Ret = [Tot Ret – Erngs] (S&P Industrials) for 1872–c.1947

  • Graph titled Excess Ret = [Tot Ret – Erngs] (S&P Industrials) for c.1947–c.1987

  • Graph titled % Excess Ret = [Tot Ret – Erngs(t+1)] / Erngs (S&P Industrials) for 1872–1982

  • Graph titled % Excess Ret = [Tot Ret – Erngs(t+1)] / Erngs (S&P Industrials) for c.1947–1985

  • Graph titled % Excess Ret = [Tot Ret – Erngs(t+1)] / Erngs (S&P Industrials) for 1872–c.1942

  • Excerpts from Stocks, Bonds, Bills, and Inflation: 1989 Yearbook by Ibbotson Associates, Inc., including title page, pages with handwritten notes, and pp. 21–23, 27–29, 31–32, 37–43, 45–49, 51–52, 55–60, 62–63, 66–67, 69–73, 79 (1989)

  • Duplicate page with graphs titled Profits & Stock Prices from unidentified publication

  • Handwritten notes titled Stock Mkt

  • Handout titled INDUSTRY INFORMATION from the Thomas J. Watson Library of Business & Economics, Columbia University Libraries (8/1993)

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