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A new historical database for the NYSE 1815 to 1925: Performance and predictability
William N. Goetzmann, Roger G. Ibbotson,
Liang Peng
Year
2001
Venue
Journal of Financial Markets
Type
article
Citations
143
DOI
10.1016/s1386-4181(00)00013-6
OpenAlex
W3125746300
Topics
Financial Markets and Investment Strategies
Predictability
Economics
Dividend
Volatility (finance)
Financial economics