How to find historical ETF data

How to find historical ETF data

Peter Labusz
2018-01-12 09:17:57

Hi there. I am writing my thesis on the effect of ETFs on the complement on underlying securities.

We need a tool to gather data on ETF holdings over time. More specifically, we intend to observe a time period from around 2005 til present day to analyse what US equity ETFs that have been available at the current time with monthly interval, and what holdings they had at the given time.

We have tried CRSP, but Copenhagen Business School students are unable to gain access to the ETF database of CRSP. Furthermore, we have tried Bloomberg, but we are unable to get the desired time element.

Any help would be highly appreciated

Kind regards

Peter Labusz

QuantShare
2018-01-13 05:05:38

Try using the following item:
https://www.quantshare.com/item-1762-ishares-etf-holdings

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