what is the best academic dataset for returns of European stocks?
what is the best academic dataset for returns of European stocks?
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fincecon · External communityPost link
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Author: fincecon
Original post: https://quant.stackexchange.com/questions/81358
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what is the best academic dataset for returns of European stocks? what are their identifiers? I know Factset. is there other datasets?
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user84893 · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: user84893
Original post: https://quant.stackexchange.com/a/81407
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My understanding if you want a very clean stock returns, it is better to calculate that from commercial data.
and this also depends on what return you want to calculate - such as price return, total return, cumulative return or log returns. Academic papers sometimes might have a different way to calculate returns to satisfy their own needs.
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Quoted from Forex.com.bd-Editorial External answer — Quantitative Finance Stack Exchange Author: user84893 Source score (net votes, not local likes): 0 Original post: https://quant.stackexchange.com/a/81407 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. My understanding if you want a very clean stock returns, it is better to calculate that from commercial data. and this also depends on what return you want to calculate - such as price return, total return, cumulative return or log returns. Academic papers sometimes might have a different way to calculate returns to satisfy their own needs.
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