This page is for data and other material from my research
Helsinki Stock Exchange: Market indices
1912 – 1981 year-end values of the stock market indices (all-share, value-weighted vs. equally weighted, industry portfolios, total return, price) are available here. Monthly indices are coming later. If you use these indices, please cite:
Vaihekoski, Mika (2024) Revisiting Stock Market Index for the Helsinki Stock Exchange 1912–1981. Forthcoming in Journal of Risk and Financial Management, vol. 17(3). Available as Open Access article at https://doi.org/10.3390/jrfm17030090.
1912 – 1970M03 monthly index values (old series) by Nyberg and Vaihekoski (2010; updated for 2014 study) are available here (coming later).
Helsinki Stock Exchange: List of quoted assets
1912 – 1981 detailed list of all equity instruments (stocks, issue rights) quoted at the Helsinki Stock Exchange is available here (coming later). If you use this list, please cite:
Vaihekoski, Mika (2022) Helsinki Stock Exchange: trading and listed securities, 1912–1981. Financial History Review, vol. 29, no. 3, 326–341. Available at https://doi.org/10.1017/S0968565022000208.
Inflation indices for Finland
Coming later.
Other material
E.g., bond returns in Finland, OLS vs. ML vs. GMM in Excel example. Coming later.