Russell US Indexes

Deaccessioned
FTSE Russell, 2019, "Russell US Indexes", https://doi.org/10.7910/DVN/4KTFOQ, Harvard Dataverse, V1, DEACCESSIONED VERSION, UNF:6:s1Oqo9RdVzmznURV5tdQYw== [fileUNF]
Deaccession Reason

Legal issue or Data Usage Agreement. Requested by HBS

Description
Historical data on Russell US indexes.
    Data Files Cover:
  • Sector Weights - Individual index files with complete history in each.
  • Sector Weights - Monthly files with all indexes in each.
  • Index Holdings Closed Positions -Periodic (M/Q) files with all indexes in each. Includes Daily Index Holdings for each closing day. Monthly Contribution to Return, an analysis of each sector and industry contributing to the overall return of the Russell Index.
Subject Business and Management
Keyword Russell Index, Investment, Business, Stock Market
Notes Files include Quarterly, Monthly and Daily reporting.
Quarterly 12/29/1978 - 12/31/1987
Monthly 01/30/1987 - 04/30/2018.
HBS staff grouped together the files by type each in a zip folder, along with staff-produced SAS and Stata datasets which combine together the various text files.
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