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What are reasonable bounds for historical Price to Earnings?
I am working with the US CRSP universe and have constructed a time series of monthly price-to-earnings back to the early 1960s. I have this for both individual securities as well as for portfolios ...
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Quality of GAINDATA timestamps
Does anyone have a view on the quality of the timestamping of GAINCAPITAL's free historical data.
There is non-FX data there and I wonder if the timestamps are in sync?
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