Do you know a database to obtain the historical components of the FTSE MIB?
For my thesis I need to look for the historical constituents of the FTSE MIB (Italian). I’ve tried CompuStat Global and Datastream. I’ve also gone to the FTSE website and the borsaitaliana website but they all just have the current components. Does anyone know about a database where I can find the historical constituents of the FTSE MIB?
In the past I’ve used Bloomberg terminals’s “MEMB” function to see historical index constituents. But in my experience it’s been rather limited in terms of history (I.e. BBG only offered data back to 1999 when the S&P started in 1926). Because of these limitations I browsed around and found some weird third-party venders that had the data and were willing to sell it.
Also might be possible to figure it out manually just by looking at news story about additions/removals.
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