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Antebellum average bank stock prices banking and manufacturing banking sector banking total returns Bateman and Weiss BLS prices Boston Daily Advertiser Boston Statesman Boston Stock Exchange Boston stock market business cycle capital gains Capital Weighted capital-weighted series changes in lending coefficients cointegrated commercial paper correlation correspond to Figure Coverage cross-correlations descriptions of Section differenced dividend yields Economic Equal Wt Equally Weighted equally-weighted equation example F-test Figure IIIb Figure IVa Granger-cause changes high price holding period returns indexes for traded industrials interest rates investors Legend Capital lending rates LINT low prices Manufacturing Dividend manufacturing equities manufacturing price index manufacturing returns manufacturing sector Margo Martin Martin's data Model NBER Working Papers non-stationary null hypothesis number of firms period price appreciation price performance sample securities shares specification standard deviation stationarity TABLE total bank returns traded bank stocks Traded Manufacturing Stocks unit root Vector Autoregressive weighted both equally