badger6225
Confused about dryer sheets
- Joined
- Feb 16, 2018
- Messages
- 3
Firecalc says it has data going back to 1871. What returns does it use?
Stock market data used in my book, Irrational Exuberance [Princeton University Press 2000, Broadway Books 2001, 2nd ed., 2005] are available for download, U.S. Stock Markets 1871-Present and CAPE Ratio. This data set consists of monthly stock price, dividends, and earnings data and the consumer price index (to allow conversion to real values), all starting January 1871.
I would assume it's the same data Shiller uses.