sp500: Monthly SP500 index from 1791 till 2015 adjusted for...

Description Usage Format Source References

Description

A dataset containing the monthly SP500 index from 1791 till 2015 adjusted for the dividends and splits.

Usage

1

Format

A xts object with 2690 rows and 1 variable:

price.adj

SP500 index, ajusted for dividends and splits from 1791M8 till 2015M9

Source

https://dataverse.harvard.edu/dataset.xhtml?persistentId=doi:10.7910/DVN/FZUQDM

References

Aviral K. Tiwari, Arif B. Dar, Niyati Bhanja, and Rangan Gupta (2016). A Historical Analysis of the US Stock Price Index Using Empirical Mode Decomposition over 1791-2015. Economics Discussion Papers, No 2016-9, Kiel Institute for the World Economy


deanfantazzini/bubble documentation built on Oct. 22, 2020, 2:43 p.m.