xts
objects containing adjusted close prices of the
constituents of the respective stock indices. These are
the S\&P 500 constituents (SP500_const
with corresponding
Global Industry Classification Standard (GICS) information
SP500_const_info
; see
https://en.wikipedia.org/wiki/List_of_S%26P_500_companies;
given these tickers, the data was obtained from https://finance.yahoo.com/)
as of 2015-10-12, the Dow Jones constituents (DJ_const
; see
https://finance.yahoo.com/q/cp?s=%5EDJI) as of 2016-01-03,
the FTSE 100 constituents (FTSE_const
; see
https://uk.finance.yahoo.com/q/cp?s=%5EFTSE) as of 2016-01-03
(the data was only available for 98 constituents),
the Euro Stoxx 50 constituents (EURSTX_const
; see
https://uk.finance.yahoo.com/q/cp?s=%5ESTOXX50E) as of 2016-01-03
(the data was only available for 98 constituents) and
the Hang Seng Index constituents (HSI_const
;
see https://uk.finance.yahoo.com/q/cp?s=%5EHSI) as of 2016-01-03.
The constituents data ranges from the first date at least
one of the constituents is available (with missing
data if not available) to 2015-12-31.