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Mandelbrot 1963 "The variation of certain speculative prices" Journal of Business, has two
nice references:
 
Mitchell, W. C.  1915  "The Making and Using of index numbers", in Index Numbers and
Wholesale Prices in the United States and Foreign Countries.  U.S. Bureau of Labor
Statistics Bulletin 173.  Reprinted in 1921 as Bulletin 284.
 
Mills, F. C. 1927.  The Behavior of Prices.  New York:  National Bureau of Economic
Research.
 
Perry Mehrling 
 
 
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