Index Numbers and Stock Market Indexes

Cheng-Few Lee, John Lee, Jow-Ran Chang and Tzu Tai
Additional contact information
Cheng-Few Lee: Rutgers University, Department of Finance
John Lee: Center for PBBEF Research
Jow-Ran Chang: National Tsing Hua University, Department of Quantitative Finance
Tzu Tai: Mezocliq, LLC

Chapter Chapter 19 in Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses, 2016, pp 645-671 from Springer

Abstract: Abstract In this chapter we will look at indexes. Index numbers are numbers that compare an activity in one time or place to a similar activity in a specific base period or place. The first index that we will look at is the simple price index of a single item. When used this way, we can measure the relative price change over time.

Keywords: Index number; Consumer price index; Laspeyres price index; Paasche price index; Fisher’s ideal price index; Quantity index; Market-value-weighted index; Paasche quantity index; Stock market index; S&P 500 index; Price-weighted index; Dow Jones industrial average; Equally weighted index; Base year (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-38867-0_19

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DOI: 10.1007/978-3-319-38867-0_19

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