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U.S. Stock Market Indices: DJIA (1900-93) and S&P's (1926-93).
Date: Thu, 7 Mar 96 14:09:51 CST
- Title: U.S. Stock Market Indices: DJIA (1900-93) and S&P's (1926-93).
- Author: Eduardo Ley (Resources for the Future)
- Comments: Type of Document - ascii; prepared on PowerMac 8100/80. UNIX-
compressed tar archive containing 3 files: readme, djdc0093.dat and
spdc5293.dat. It was generated under MacOS using tar v4.0b and
MacCompress 3.2. It was tested under SunOS: OK.
- Keywords: Dow-Jones Industrial Average Index, Standard and Poor's 500
Index, Stock Indices, Benford's Law
- JEL: G
- EWPA-references: ewp-fin/9503002
djdc0093.dat contains the Dow-Jones Industrial Average (DJIA) closing
values from 1900 to 1993. First column contains the date (yymmdd),
second column contains the value.
spdc5293.dat contains the Standard and Poor's 500 Index closing values
from 1926 to 1993. First column contains the date (yymmdd), second
column contains the value.
These datasets are used in: E.Ley (1996): "On the Peculiar Distribution
of the U.S. Stock Indices;" forthcoming in The American Statistician.
For the Data and Program sections of the archive, there may be a paper, paper and data, or only data.If there is a paper, see below for viewable files.
You should retreive the data or progams via the ftp archive for 9603
In that archive look for files with the prefix 9603001
The submission (and hence data or programs) may be in:
You are probably better off to visit the ftp archive itself.
For most submissions to this section, the data or program is submitted as a tar.Z file.
A tar file is an archive of files file, while .Z means it is a compressed file. There are utilities for most platforms to uncompress and de-tar. We usually look in the wuarchive mirror of the CTAN archive
for the tar , and
compress directories. For Windows we highly recommend WINZIP, found many places including
wuarchive msods, in the util directories of win3, or   win95.Look for the winzip self extracting .exe file.
There are no Postscript, Acrobat or html files. It is still possible the paper exists as a raw document. You could look in the
FTP archive for ewp-data/9603001
for sources, etc.
The data is probably here as 9603001.tar.Z
or look in the ftp archive
Access statistics for this paper at LogEc
which is a part of the RePEc project as was/is EconWPA.
Translate to another language with babel.altavista.com
EconWPA reference ewp-data/9603001
RePEc reference RePEc:wpa:wuwpda:9603001
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EconWPA began as a conversation between Bob Parks and Larry Blume on January 28, 1993. I located Paul Ginsparg's archive
(then xxx.lanl.gov) and he graciously installed his software on a Sun Sparc system which was supporting the department of economics
email and computation. EconWPA began accepting papers
July 1, 1993 and had ftp, email, gopher and web interfaces. The web interface for submissions was engineered into
existence in July 1995. A complete and catastrophic machine failure in 1999 caused the loss of EconWPA's email
new paper announcment service at
which time there were over 15,000 subscriptions with over 8,000 unique email addresses.
In 2005, Arts and Sciences commandeered the computing services that I had provided to the Department of Economics
since 1987. Some might say that the department was sold out, others would (erroneously) claim that centralization
is efficient, and still others would claim that I have few marketing skills.
I was told that I could keep operating EconWPA (as well as many other services including
rfe.wustl.edu, barnett.wustl.edu, and three RePEc servers) but I would receive no support (hardware, software, or anthing else)
and (as had been the case) no compensation.
At that point, given
the apparent low valuation of my activities by the department, and university,
it made no sense for me to continue operating EconWPA or other services.
Thanks to all who have supported EconWPA in the past.
A Chinese curse states May you live in intersting times. I have. Bob Parks - Jan 2006