Access

Open Access

Description

This collection includes a 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); a Morgan Stanley research page with a 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 (8/30/94); handwritten notes with equations (7/2/94); 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 (5/16/94); handwritten notes titled Stock Market & Expectation (5/16/94); handwritten notes titled Stock Market with hypotheses (3/25/94); handwritten notes titled Real Returns from Financial Investments (3/17/94); tables from Survey of Current Business (9/1993) including Table 1-2: Gross Domestic Product, Table 3: Gross Domestic Product in Constant Dollars, and Table 4: National Income and Disposition of Personal Income; handwritten notes titled DATA.WK1 describing data variables and sources (2/26/94); handwritten notes titled Stock Market & Industrial Returns (4/6/94); handwritten notes titled Kaldor concerning cyclical components (3/25/94); handwritten notes on capacity utilization and productivity equations; handwritten notes on stock market return equations; handwritten notes titled Stock Market Return & Stock Prices (3/20/94); handwritten notes titled Derivative Instruments (Cox, Ross & Zarchal, 1985); statistical output for LS with dependent variable D(GPS) and graph (3/20/1994); statistical output for LS with dependent variable D(GPS) (alternative model) 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); a graph of BKVALX from TSP File STOCK2A1-WF (monthly) (4/24/94); a graph of GDIV from TSP File STOCK1; a graph titled FIG 1: Capacity Utilization Measures; a scatter plot of RSNET vs. RSNET(-1); a memo regarding the GF Minority Student Issues Committee with handwritten notes on stock market prediction (4/13/94); a scatter plot of GPS vs. GPS(-1); a scatter plot of YS vs. YS(-1) with handwritten notes; a graph of PSE and DPAYOUT with handwritten notes (3/94); a graph titled Real Earnings per Share and Real Stock Prices (S&P) [Log Scale] (3/94); a graph titled Real Earnings per Share (3/18/94); a graph showing A5GER1PE and AV5GERPE with handwritten notes (4/26/94); a graph showing AV5GBPSE (4/26/94); a graph (normalized) showing YS vs. AV5GEPSE(-1); a graph showing IR and AV5GBRPR(-2); a graph showing GEPSE and AVGEPSE (4/26/94); a graph titled Earnings and Total Return, Per Share (S&P Industrials) (1872–1947) with handwritten notes; a graph titled Earnings and Total Return, Per Share (S&P Industrials) (1947–1988); a graph titled Nrmlzed Exc Ret = (Tot Ret – Erngs)/Div (S&P Industrials) (1872–1947); a graph titled Nrmlzed Exc Ret = (Tot Ret – Erngs)/Div (S&P Industrials) (1947–1985); a graph titled Stock Prices and Dividends (S&P Industrials); a graph titled Current Stock Yield (y = d/ps) (S&P Industrials); a graph titled Div Payout Rate & Earnings/Price Ratio (S&P Industrials); a graph titled Nominal Annual Rate of Return on Stocks, 1872–1986; a graph titled Stock Mkt Incremental Rates of Return; a graph titled Stock Market Price, Earnings & Dividends Per Share; a graph titled Stock Mkt Yield and Earnings/Price; a document titled Shiller Data (C:\STOCKMKT\SHILLER) describing data files used in Market Volatility by Robert Shiller (10/93); a document titled CHAPT26.ASC (C:\STOCKMKT\SHILLER), a data appendix from Market Volatility (Chapter 26) (2/12/89); a data file titled COMOVEUS.DAT (C:\STOCKMKT\SHILLER), Comovements in Stock Prices and Comovements in Dividends by Robert J. Shiller from Journal of Finance (7/1989); a data file titled BOND.DAT (C:\STOCKMKT\SHILLER), data used in the Bond Overview chapter of Market Volatility by Robert J. Shiller; a data file titled SPCOMPON.DAT (C:\STOCKMKT\SHILLER), components of S&P stock indexes (Industrials, Utilities, Railroads); a data file titled PNOMAV.ASC (C:\STOCKMKT\SHILLER), S&P composite index annual average 1871–1987; a 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; a graph titled Price Change & Earnings (S&P Industrial Stocks); a graph titled PROF/STKINDEX and Interest Rate with handwritten annotations; a graph titled Stock Mkt Rate of Return (Nominal Rate); data tables titled Components of S&P Stock Indexes (S. J. Shiller, 1/90, Yale Univ., Com) for Industrials, 1871–1988 (1/1990); a page with graphs titled Profits & Stock Prices from an unidentified publication; handwritten notes titled Savings & FA of Capitalists (11/20/89); handwritten notes titled Incremental Common (1/22/90); page 7 from an unidentified publication featuring Figure 2: Real Standard & Poor’s Dividends, 1871–1979; a 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); a data table by H. Guthmann continuing The Return on Stock Market (1926–1967); handwritten notes titled Stock Mkt and Savings Rates (9/27/89); a graph titled Excess Ret = [Tot Ret – Erngs] (S&P Industrials) for 1872–c.1947; a graph titled Excess Ret = [Tot Ret – Erngs] (S&P Industrials) for c.1947–c.1987; a graph titled % Excess Ret = [Tot Ret – Erngs(t+1)] / Erngs (S&P Industrials) for 1872–1982; a graph titled % Excess Ret = [Tot Ret – Erngs(t+1)] / Erngs (S&P Industrials) for c.1947–1985; a 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 pages with handwritten notes, title page information, and pages 21–23, 27–29, 31–32, 37–43, 45–49, 51–52, 55–60, 62–63, 66–67, 69–73, and 79 (1989); a page with graphs titled Profits & Stock Prices from an unidentified publication (duplicate); handwritten notes titled Stock Mkt; and a handout titled INDUSTRY INFORMATION from the Thomas J. Watson Library of Business & Economics, Columbia University Libraries (8/1993).

Download

Included in

Economics Commons

Share

COinS