INDEXES OF UNITED-STATES STOCK-PRICES FROM 1802 TO 1987

[1] ASSESSMENT OF RISK [J]. JOURNAL OF FINANCE, 1971, 26 (01) : 1 - 10

[2] Box G. E. P., 1970, Time series analysis, forecasting and control

[3] Box G.E.P., 1970, TIME SERIES ANAL FOR, V65, P1509

[4] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[5] Cole Arthur, 1935, FLUCTUATIONS AM BUSI

[6] THE COURSE OF STOCK PRICES, 1825-66 [J]. REVIEW OF ECONOMIC STATISTICS, 1928, 10 (03): : 117 - 139

[7] COWLES A, 1939, COWLES COMMISSION MO, V3

[8] THE DISTRIBUTION OF THE RATIO, IN A SINGLE NORMAL SAMPLE, OF RANGE TO STANDARD DEVIATION [J]. BIOMETRIKA, 1954, 41 (3-4) : 482 - 493

[9] Fama E.F., 1969, INT ECON REV, V10, P1, DOI DOI 10.2307/2525569

[10] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636

[1] ASSESSMENT OF RISK [J]. JOURNAL OF FINANCE, 1971, 26 (01) : 1 - 10

[2] Box G. E. P., 1970, Time series analysis, forecasting and control

[3] Box G.E.P., 1970, TIME SERIES ANAL FOR, V65, P1509

[4] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[5] Cole Arthur, 1935, FLUCTUATIONS AM BUSI

[6] THE COURSE OF STOCK PRICES, 1825-66 [J]. REVIEW OF ECONOMIC STATISTICS, 1928, 10 (03): : 117 - 139

[7] COWLES A, 1939, COWLES COMMISSION MO, V3

[8] THE DISTRIBUTION OF THE RATIO, IN A SINGLE NORMAL SAMPLE, OF RANGE TO STANDARD DEVIATION [J]. BIOMETRIKA, 1954, 41 (3-4) : 482 - 493

[9] Fama E.F., 1969, INT ECON REV, V10, P1, DOI DOI 10.2307/2525569

[10] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636