Release: NBER Macrohistory Database
Earnings Is Refered To As Earnings Price Ratio In The Source. Source: Cowles Commission For Research In Economics, Monograph No. 3, Common Stock Indexes, 1939, Table R-1, P. 404-405.
This NBER data series a13049 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html.
NBER Indicator: a13049
National Bureau of Economic Research, Earnings Yield of All Common Stocks on the New York Stock Exchange for United States [A13049USA156NNBR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/A13049USA156NNBR, January 24, 2019.