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Topix Historical Data Download
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Data from June 2007 to December 2019, quarterly data based on effective dates of MSCI Quarterly Index Review. Float-adjusted market-cap (or Mcap) coverage is calculated as index-level Mcap divided by total Mcap of all Japanese public equity securities in MSCI Equity Database.
I use python to analyze Japanese stock prices. I want to get Japanese historical stock prices to get from google finance. I also refer to googlefinance0.7 ( ) and pandas, but they are not support Japanese stock prices. So how to download japanese history stock prices automatically from google finance? Or are there references to program code in python?
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This study investigates intraday effects in the Istanbul Stock Exchange (ISE) during the latest period offinancial turmoil which began in August 2007 and extended to February 2010. We tested for the possibleexistence of intraday anomalies using both return and volatility equations, empirically applying GARCH(p,q) models. The unique data set we utilized was compiled from 15-min intraday values of the ISE-100Index which are formed by averaging historical ten-second tick data. This study contributes to thecurrent literature in three distinct ways. Firstly, the basic characteristics of the unique data used in thisresearch were investigated in detail. Secondly, four range-based volatility measures, namely GarmanKlass (GK), Yang-Zhang (YZ), Rogers-Satchell (RS) and Parkinson (PK), were employed to take moreprecise measurements of volatility for intraday data analysis in order to identify the changes in generalmarket sentiment using opening, closing, high and low prices. Thirdly, we estimated the relativeefficiency of GK, YZ, RS and PK by applying GARCH (p,q) models. The results are quite promising,indicating that strong opening price jumps are present for daily and morning calculations. Theyillustrate that the YZ estimator has relatively more power in generating tolerable volatility patterns. e24fc04721
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