JSE Top 40 Constituents Daily Price Relatives 2003-2018 (Bloomberg)

Daily price relative share price data for the constituents of the JSE Top 40 (as of January 2003) from 2003 to 2018. This data is being used in a working paper titled, Learning Trading Strategy Dynamics (forthcoming). Acknowledgements: Riaz Arbi for his tutorial and presentation on using the Bloomberg Terminal and the Rblpapi R package and his scripts for querying Index constituents and stock prices.