sp_data {MultipleBubbles}

S&P 500 data.

Description

the S&P 500 price dividend ratio from January 1871 to December 2010.

Format

A vector with the S&P 500 price dividend ratio.

References

Phillips, P.C. & Shi, S. & Yu, J. (2015a). "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500". SSRN Electronic Journal.