Jérémy Ducros / Elisa Grandi

Collecting and Storing Historical Financial Data: Project

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The availability of long-run, high quality, and harmonized data represents a huge potential in order to open new perspectives for research in social sciences. Collaborative tools and projects among social sciences and IT technologies have recently created the conditions for a »big data revolution« ( 2013; 2013; 2014).

The Equipment of excellence »Data for financial history« () aims at developing a comprehensive long-run stock exchange database on the French markets from 1796 to 1976. The database includes stock market information issued in Paris Bourse, on all the financial instruments, shares, and bonds (public and private) issued by French and foreign issuers, and traded on the Paris Bourse; it registers on a bimonthly basis spot, forward, and options prices, as well as dividends, coupons, (reverse) splits, and other securities events relevant for the computation of prices harmonized over time. It also records features of the issuers. For private issuers, it collects their date of foundation, the headquarters, the sector, the governance rules, the directorates, the balance sheets, and so on. For public issuers, the database stores for instance the budget situation and guarantees, if any. Lastly, it contains the foreign exchange rates and the prices of precious materials quoted at the Paris Bourse. These data will be available in 2020 through the open access research platform .