DATA9-11:
Monthly data on the volume of Stock market shares sold,
compiled by Brian Wampler. Sources: United States Statistical
Abstract, Standard and Poor quarterly reports, Citibase data series,
and the University of Alabama Web page at
http://bos.business.uab.edu.
period = 1980.1 - 1995.09 (189 observations)
volume = NYSE reported share volume - measured in millions of shares
(Range 674 - 8835)
sp500 = S&P's common stock price index - measured in dollars
(Range 102.97 - 578.77)
tbill = U.S. Treasury bills (3 month) - measured in %
(Range 2.84 - 16.295)
long = U.S. Treasury bonds (10 + yrs) - measured in %
(Range 5.9 - 14.14)
gdp = gross domestic product (gdpmon= GDP quarterly/3)
measured in billions of dollars (Range 906.467 - 2432.833)
cconf = consumer confidence index - measured as 1985=100
(Range 47.3 - 120.7)
cexpect = consumer expectations index - measured as 1985=100
(Range 50 - 124.3)
csent = University of Michigan's index of consumer sentiment -
measured as Feb 1966=100, Range 51.7 - 101.
SAMPLE 1 189
* Monthly data 1980.01-1995.09
READ (DATA9-11) period volume sp500 tbill long gdp cconf cexpect csent