[R-SIG-Finance] adjustOHLC discrepancy
student.northwestern at gmail.com
Thu Sep 20 00:23:25 CEST 2012
On 19 September 2012 04:00, Jim Green <student.northwestern at gmail.com> wrote:
> Thanks Josh. I'll dig a little more with your clues and post back if I
> find anything.
Checked Bloomberg, many of the cacs from are wrong before 2009... some
even don't make sense..
Nasdaq, on the other hand, seems to have correct historical dividend data
adjusted close provided by yahoo seems reasonable. but need more time to test.
Thanks to Josh again for looking into the issue! Hope this post
answers some potential questions regarding adjustOHLC.
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