London Stock Price Database on WRDS

This is an edited repost of “LSPD now Available on WRDS” from the University of Manchester Business Library Blog Business Research Plus.

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.

WRDS LSPD Screen

 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.

The Business FAQ covers access to WRDS as well as additional information on finding total returns on stocks.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s