A data frame with 5,202 daily observations of six stock indices: SP
500, Nikkei 225, FTSE 100, CAC40, GDAX and Hang Seng index. The sample
starts at 1991-07-01 and ends in 2011-06-30.
source
http://finance.yahoo.com/
Details
The data set has been obtained from Yahoo Finance and hereby the
adjusted closing prices have been retrieved.