[R-sig-finance] Stock quotes data request

Vivek Rao rvivekrao at yahoo.com
Mon Apr 18 21:10:13 CEST 2005


Wojtek,

Finance academics need to account for survivorship
bias (returns of de-listed or otherwise disappearing
stocks) in their studies, and they usually use data
from CRSP http://gsbwww.uchicago.edu/research/crsp/ .
It's probably not cheap, but if you have access to a
local university with a finance department, they may
subscribe.

Regards,
Vivek Rao

--- Wojciech Slusarski <wojciech.slusarski at gmail.com>
wrote:
> Dear R users,
> 
> I know that this is not the most apropriate mailing
> list for such
> request, but I really need help and I know, that
> there are people
> among you, who are probably able to help me. I have
> to do an analysis
> of a historical portfolio, which contains stocks,
> that are not anymore
> quoted on NYSE because those companies have been
> acquired and I can't
> find historical data on those stocks. I need closing
> prices between
> october 2000 and june 2004. Symbols of those stocks
> at NYSE was AWE
> (AT&T Wireless Inc.) and OSTR (SouthTrust Corp.). If
> anyone has such
> data, or knows where I can obtain them for free or
> very reasonable
> price, I will be very thankful for any info.
> 
> Best regards
> Wojtek
> 
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> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>



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