Australian Equities Database

ANZ-Trustees-ACFS Australian Equities Database (AED) is a unique digital database of Australian Equities from 1948 to 2012, containing over 25 variables just under 6000 companies across this period. The project extracts publicly available Melbourne Stock Exchange (MSE) and Australian Stock Exchange (ASX) share data from the respective monthly journals. Our aims with the AED are to fill in gaps in Australian equities data and to provide a more comprehensive base for the analysis of portfolio formation strategies and capital asset pricing models over the longer term.