Financial History Databases: Old Data, Old Issues, New Insights?

Annaert Jan, Buelens Frans and Angelo Riva
Additional contact information
Annaert Jan: Antwerp Management School, UA - University of Antwerp
Buelens Frans: UA - University of Antwerp

Post-Print from HAL

Abstract: In this chapter, we draw attention to the potential flaws historical financial data sets might embed. The way in which historical financial data have been gathered and constructed is even more important than for recent data. For data users, overlooking these potential flaws can affect the reliability of the underlying analysis. For data collectors, considering them can lead to data of better quality. To illustrate, we first discuss the general issues that may affect stock and bond data. Next, we examine in more detail the data items needed to construct equity and bond market indices as well as the consequences of not having these items. An appendix provides an overview of the existing cross-sectional historical datasets.

Keywords: flaws; historical; financial; data; sets (search for similar items in EconPapers)
Date: 2016-12
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Published in David Chambers; Elroy Dimson. Financial Market History: Reflections on the Past for Investors Today, Research Foundation Publications, 2016

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Financial History Databases: Old Data, Old Issues, New Insights? (2016)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-01509708

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().