Owens, Richard N , and Hardy, Charles O (5 results)

Hardcover. Dust Jacket Condition: Fair. First Edition. Clean and tight. Lower fore corner bumped.; 9.13 X 6.57 X 1.11 inches; 195 pages Very Good+ 2 tiny pieces of cloth missing at fore edge of rear cover (manufacturing defect? ) DJ has above average wear, hole on spine, damp stain. DJ has 2.00 price at top of flap, bottom of flap is clipped. (B448).

Hardcover. Condition: Fine. The cover has dark blue cloth with goldtone letters. Ten chapters; charts; tables; index. The back board has small spots of sheen loss; the front board is less thus. The front corners of the front board are slightly bumped. The text block ends have darkened. A book plate is on the front pastedown. Scans e-mailed upon request.

Cloth. Condition: Very Good. Dust Jacket Condition: Very Good +. A sharp, well-preserved copy of the April 1930 2nd edition (following the November 1925 1st edition). Tight and VG+ in its navy-blue cloth, with bright, completely unrubbed gilt-titling along the front panel and spine. Very light spotting at the front panel's edges, otherwise clean as could be. And in a crisp, price-intact, VG+ to Near Fine dustjacket, with very light chipping along the spine ends and at the tips. 12mo, published under the imprint of "The Institute of Economics, the Brookings Institution".

Hardcover. Condition: Very Good. 1st Edition. Hardcover, Blue cloth boards with gilt title to cover and spine, First Edition, published 1925, 197 pp.,no dj, Book Condition: Very Good, covers rubbed and light soil, corners bumped and frayed with boards slightly exposed, spine soiled and lightly faded, small nick to spine cover (see cover), spine bumped, general shelfwear, some light dents to board edges, previous owner name and date to front end papers, some pages dog-eared, pages tanned otherwise clean with the exception of a few stray pencil marks, top dust dulled, binding intact, spine straight, no dust jacket. Contents: Director's Preface, Author's Preface, CHAPTER I: THE ACCEPTED THEORY OF THE RELATIONSHIP OF INTEREST RATES TO STOCK SPECULATION, I. Seasonal Fluctuation in Interest Rates, II. Accepted Theory of Seasonal Variations, III. Accepted Theory of Cyclical Fluctuations, CHAPTER II: SEASONAL VARIATIONS IN CALL LOAN RATES AND IN STOCK SPECULATION, I. Nature of Data Used in the Study of Seasonal Variations, II. Seasonal Influences Tested by Comparison of Averages, III. Seasonal Influences Tested by the Method of Link Relatives, IV. Seasonal Influences Tested by Direct Comparison of Concurrent Changes, V. Seasonal Variation in Call Loan Rates and the Volume of Sales of Stocks, CHAPTER III: DAY-TO-DAY VARIATIONS IN CALL LOAN RATES AND IN SPECULATIVE ACTIVITY, I. Day-to-day Variation in the Call Loan Rate and in Security Prices, II. Day-to-day Variations in the Call Loan Rate and in the Volume of Sales of Stock, CHAPTER IV: LOW CALL LOAN RATES AND THE CYCLICAL VARIATIONS IN SPECULATION, I. Low Call Loan Rates and the Recovery of Stock Prices Since 1872, II. Relation of Low Interest Rates to the Volume of Sales of Stocks, CHAPTER V: HIGH CALL LOAN RATES AND CYCLICAL VARIATIONS IN SPECULATION, CHAPTER VI: SHORT TIME LOAN RATES AND SPECULATION, I. Low Short Term Rates and Stock Prices, II. High Short Time Rates and Stock Prices, CHAPTER VII: CHANGING RATES ON SHORT TIME LOANS AND VARIATIONS IN SPECULATION: I. Declining Short Term Interest Rates and Stock Prices, II. Advancing Short Term Interest Rates and Stock Prices, CHAPTER VIII: THE CORRELATION BETWEEN INTEREST RATES AND SOCK PRICES, CHAPTER IX: SPECULATIVE AND NON-SPECULATIVE SECURITIES: THEIR RELATIVE SENSITIVENESS TO CHANGES IN THE MONEY MARKET, I. The Indexes of Stock Prices Computed by the Institute of Economics, II. Comparison of the Movements of Interest Rates and Industrial Stock Prices since January 1919, CHAPTER X: THE LOGIC OF THE THEORY: I. Seasonal Variations in Interest Rates and in Stock Speculation, II. Cyclical Variations in Interest Rates and in Stock Speculation, III. General Considerations, APPENDICES, A. Monthly Rate of Interest of Interest on Call Loans at the NYSE, B. The 50 Year Index of Industrial Stock Prices, C. Index Numbers of Prices of 10 Railroad Common Stocks, D. Number of Shares Sold on the New York Stock Exchange 1881-1913, E. Interest Rates, Shares Sold, and Industrial Stock Prices 1906 1908 and 1910, F. Rates on 60-90 Day Paper in New York 1871 - 1824, G. Indexes of Stock Prices 1919 - 1924, H. Interest Rates and the Price of Non-Speculative Securities, I. Note on Statistical Methods, J. Secular Trends of Short Time Interest Rates and Stock Prices, K. Rates on 60-90 Day Paper Adjusted for Seasonal Variation. -- end. 197 pages. Scarce First Edition of this Pre-Depression title on the correlation of Interest Rates to Stock Prices. Highly Collectible.

Hardcover. Condition: Very Good. 1st Edition. Hardcover, Blue cloth boards with gilt title to cover and spine, First Edition, published 1925, 197 pp., no dj, Book Condition: Very Good, covers lightly rubbed and light soil, corners gently bumped, general shelfwear, small blemish 1/8" to text block, internally very clean, light tanning otherwise no marks, (pages 54 and 55 show darker tanning from item left in book from one of the previous owners), no dust jacket. Contents: Director's Preface, Author's Preface, CHAPTER I: THE ACCEPTED THEORY OF THE RELATIONSHIP OF INTEREST RATES TO STOCK SPECULATION, I. Seasonal Fluctuation in Interest Rates, II. Accepted Theory of Seasonal Variations, III. Accepted Theory of Cyclical Fluctuations, CHAPTER II: SEASONAL VARIATIONS IN CALL LOAN RATES AND IN STOCK SPECULATION, I. Nature of Data Used in the Study of Seasonal Variations, II. Seasonal Influences Tested by Comparison of Averages, III. Seasonal Influences Tested by the Method of Link Relatives, IV. Seasonal Influences Tested by Direct Comparison of Concurrent Changes, V. Seasonal Variation in Call Loan Rates and the Volume of Sales of Stocks, CHAPTER III: DAY-TO-DAY VARIATIONS IN CALL LOAN RATES AND IN SPECULATIVE ACTIVITY, I. Day-to-day Variation in the Call Loan Rate and in Security Prices, II. Day-to-day Variations in the Call Loan Rate and in the Volume of Sales of Stock, CHAPTER IV: LOW CALL LOAN RATES AND THE CYCLICAL VARIATIONS IN SPECULATION, I. Low Call Loan Rates and the Recovery of Stock Prices Since 1872, II. Relation of Low Interest Rates to the Volume of Sales of Stocks, CHAPTER V: HIGH CALL LOAN RATES AND CYCLICAL VARIATIONS IN SPECULATION, CHAPTER VI: SHORT TIME LOAN RATES AND SPECULATION, I. Low Short Term Rates and Stock Prices, II. High Short Time Rates and Stock Prices, CHAPTER VII: CHANGING RATES ON SHORT TIME LOANS AND VARIATIONS IN SPECULATION: I. Declining Short Term Interest Rates and Stock Prices, II. Advancing Short Term Interest Rates and Stock Prices, CHAPTER VIII: THE CORRELATION BETWEEN INTEREST RATES AND SOCK PRICES, CHAPTER IX: SPECULATIVE AND NON-SPECULATIVE SECURITIES: THEIR RELATIVE SENSITIVENESS TO CHANGES IN THE MONEY MARKET, I. The Indexes of Stock Prices Computed by the Institute of Economics, II. Comparison of the Movements of Interest Rates and Industrial Stock Prices since January 1919, CHAPTER X: THE LOGIC OF THE THEORY: I. Seasonal Variations in Interest Rates and in Stock Speculation, II. Cyclical Variations in Interest Rates and in Stock Speculation, III. General Considerations, APPENDICES, A. Monthly Rate of Interest of Interest on Call Loans at the NYSE, B. The 50 Year Index of Industrial Stock Prices, C. Index Numbers of Prices of 10 Railroad Common Stocks, D. Number of Shares Sold on the New York Stock Exchange 1881-1913, E. Interest Rates, Shares Sold, and Industrial Stock Prices 1906 1908 and 1910, F. Rates on 60-90 Day Paper in New York 1871 - 1824, G. Indexes of Stock Prices 1919 - 1924, H. Interest Rates and the Price of Non-Speculative Securities, I. Note on Statistical Methods, J. Secular Trends of Short Time Interest Rates and Stock Prices, K. Rates on 60-90 Day Paper Adjusted for Seasonal Variation. -- end. 197 pages. Scarce First Edition of this Pre-Depression title on the correlation of Interest Rates to Stock Prices. Highly Collectible.