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Hi Jayson,
Wednesday, March 5, 2003, 12:08:33 AM, you wrote:
J> A different approach might be to simply filter out the very thinly
J> traded stocks all together....
Sadly, it is not just thinly traded stocks that cause a problem. Here
in Japan we've had a lot of bank reorganizations. (We need more
liquidations, and less reorganizations, but I digress.) In these
situations, the stock is delisted, doesn't trade for 5 or 6 days,
then is relisted with a different symbol and name, but it is the same
stock, with trading continuity with the previous issue name.
Adjusting and consolidating the data is not a problem, but with
composites and CompEquity, these holes cause big problems. I hope a
fix is coming soon.
Best,
Yuki
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