Robert J. Shiller, Yale University
Robert Shiller is Sterling Professor Emeritus of Economics at Yale and shared the 2013 Nobel Prize in economics with Eugene Fama and Lars Peter Hansen. He built the long-run stock market and home price series behind the CAPE ratio and the Case-Shiller indices, and his recorded Yale course on financial markets remains free online.
What they publish
Shiller's monthly US stock price, dividend, earnings, interest rate and CPI series since 1871, with the CAPE ratio, plus his long-run US home price data. The source behind most CAPE charts you will see.
Shiller's Yale undergraduate course on how financial institutions manage risk, recorded in full with transcripts. It covers efficient markets, behavioral finance, debt, banks, derivatives and money management, and includes guest lectures by David Swensen and Hank Greenberg.
