(* 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. *) period volume sp500 tbill long gdp cconf cexpect csent ; 12 1980.01 1995.09 BYOBS