New Indices Of British Equity Prices, 1870 1913
This article presents new annual price indices of equities traded on British exchanges for the period 1870 1913, as a replacement for Smith and Horne s widely used index. The data set contains 40,677 observations on 3,103 securities issued by 2,740 companies, providing substantially broader coverage of the market: from 520 to 1,150 issues per year, compared with Smith and Horne s 25 to 77 securities. In addition, the data set contains information on shares outstanding, par values, and dividends, allowing the construction of weighted and unweighted return indices and price dividend ratios. The new database suggests an agenda for further research.
Volume (Year): 62 (2002)
Issue (Month): 01 (March)
|Contact details of provider:|| Postal: |
Web page: http://journals.cambridge.org/jid_JEH
When requesting a correction, please mention this item's handle: RePEc:cup:jechis:v:62:y:2002:i:01:p:121-146_04. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.