Several researchers have advocated historical or longitudinal approaches to study marketing phenomena. Although some have applied this approach, more often it has been overlooked or denigrated. The author argues that historical method is capable of producing scientific knowledge that is currently useful, rather than simply a remembrance of the past. The author presents a complete description of the historical method, so researchers can use this article as a guide when applying this method. The value of the method is illustrated by examining the prevailing finding in the marketing literature that market shares are stable over time. Although this finding is considered an empirical generalization, an analysis of more than 650 brands in 100 categories raises doubts about the longevity of market share stability.