LSPD (The London Share Price Database) is a specialized stock price return database. It can be accessed as a monthly or daily database. It does not have the variety of data available in other databases, such as Datastream or Bloomberg, but concentrates instead on historic stock price coverage and the quality of its returns data.
LSPD has particular strengths in several areas:
- Good representative coverage for 1955-1974, full coverage 1975 to date
- Full historic details of company name changes and Stock Exchange Daily Official List (SEDOL) code changes
- Details of dividend announcement dates, as well as ex-dividend and payment dates
- Data on reasons for a company’s delisting
For brief details of LSPD you can expand the screenshot above, or go to the LSPD page on the London Business School website. For full details there is an excellent manual on the WRDS site – recommended reading for anyone thinking of using LSPD.