Stock Data
Some questions about the validity of the data used by professor Jeremy Siegel in his book “Stocks for the Long Run.”
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Recent Entries - Greek Government Bond Market
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- Sterling Today
- Sovereign Risk Jolts Markets
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- The Future of Public Debt
- Systemic Risk: How To Deal With It?
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- Papers => FRBNY
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- Quotes of the Day
- Fed’s MBS Program
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- Worth Reading
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- Scorecard: Gross National Savings (% of GDP)
- Withdrawal and Expulsion from the EU and EMU: Some Reflections
- Review of the Differentiated Nature and Scope of Financial Regulation
- Link of the Day
- Summary of a Workshop on Recent Advances in Modelling Systemic Risk Using Network Analysis
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- Basel Committee: Consultative Proposals to Strengthen the Resilience of the Banking Sector
- The World’s Riskiest Sovereign Debt (Update)
- The World’s Safest Sovereign Debt (Update)
- Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk
- Sovereign and Bank Credit Risk Premia during 2008-09
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- Dollar Appreciation in 2008: Safe Haven, Carry Trades, Dollar Shortage and Overhedging
- Interbank Offered Rate: Effects of the Financial Crisis on the Information Content of the Fixing
More: List of All Posts
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contact
jck [at]
aleablog [dot] com
July 12th, 2009 at 4:09 am
I have a signed first edition of the book, but I always wondered about early data quality, which if I recall, he didn’t spend much time on the technical details in his book, in order to make it readable for the average Joe.
At least we have data back to 1871 — that’s more than enough for me to work with, even though we still have to remember that past is still not prologue.