St. Petersburg Stock Exchange Project

St. Petersburg Stock Exchange: 1865-1917

The St. Petersburg Stock Exchange History Research Project is an on-going research effort by the International Center of Finance to collect price and dividend information on stocks that were listed in the St. Petersburg Stock Exchange (SPSE) during the nineteenth and beginning of the twentieth centuries.

 

Monthly price data collected by William Geotzmann, Christos Cabolis, and Peter Radchenko for all the securities listed in the St. Petersburg Stock Exchange from January 1865 to July 1914 when the Stock Exchange closed down due to World War I. In addition they collected prices for all the securities that were traded after the SPSE reopened for two months in 1917 before it closed down again for 74 years after the 1917 revolution.

The main purpose of this project is to construct complete series of data for SPSE that will allow the ICF to study long-term trends and performance.

  • St. Petersburg Stock Exchange Index

    St. Petersburg Stock Exchange Index

     

    Download [.csv]

    This data is supplied solely for academic research purposes. Any commercial use or redistribution without the authorization of the authors and the International Center for Finance at Yale is prohibited. Any use of the data in publication must cite the source appropriately.

     

  • Individual Securities Data

    Download [.csv]

    This data is supplied solely for academic research purposes. Any commercial use or redistribution without the authorization of the authors and the International Center for Finance at Yale is prohibited. Any use of the data in publication must cite the source appropriately.

  • Price Weighted Capital Appreciation Indices

    Price Weighted Capital Appreciation, Price Weighted Appreciation Index, Dividend Return, Total Return Series for all the traded securities in the SPSE between 1885 and 1915 were constructed by Peter Radchenko.

    Downloads [.xls]

  • SPSE and NYSE Comparion

    Comparisons of the monthly NYSE and SPSE price weighted, dollar-denominated, capital appreciation indices from January 1865 to February 1917. The NYSE index was constructed by William Goetzmann, Roger Ibbotson, and Liang Peng and the SPSE index constructed by Peter Radchenko.

    Downloads [.xls]

  • Images and Sources
    1888 1889 1890
    1891 1892 1893
    1894 1895 1896
    1897 1898 1899
    1900 1901 1902
    1903 1904 1905
    1906 1907 1908
    1909 1910 1911
    1912 1913 1914
    1917 Sources  

    This data is supplied solely for academic research purposes. Any commercial use or redistribution without the authorization of the authors and the International Center for Finance at Yale is prohibited. Any use of the data in publication must cite the source appropriately.