Stock market data used in the book, Irrational Exuberance [Princeton University Press 2000, Broadway Books 2001, 2nd ed., 2005].This data set consists of monthly stock price, dividends, and earnings data and the consumer price index (to allow conversion to real values), all starting January 1871. Monthly dividend and earnings data are computed from the S&P four-quarter totals for the quarter since 1926, with linear interpolation to monthly figures. Dividend and earnings data before 1926 are interpolated from annual data.