Can LIM provide “dead issues with no survivorship bias”?
The Iverson equity data that we receive includes a feed of ‘dead companies’ which have stopped trading. Many of these are currently in our offering except where there have been symbol conflicts over the past few years. The data is supplied on an ‘as quoted’ bases whereby the history has NOT been merged causing survivor bias. The S&P COMPUSTAT data also has the same data for the ‘dead companies’ included in their “Research Files”.
