Euro Area's main stock market index, the EU50, fell to 5174 points on August 1, 2025, losing 2.80% from the previous session. Over the past month, the index has declined 2.72%, though it remains 11.54% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Euro Area. Euro Area Stock Market Index (EU50) - values, historical data, forecasts and news - updated on August of 2025.

End-of-day prices refer to the closing prices of various financial instruments, such as equities (stocks), bonds, and indices, at the end of a trading session on a particular trading day. These prices are crucial pieces of market data used by investors, traders, and financial institutions to track the performance and value of these assets over time. The Techsalerator closing prices dataset is considered the most up-to-date, standardized valuation of a security trading commences again on the next trading day. This data is used for portfolio valuation, index calculation, technical analysis and benchmarking throughout the financial industry. The End-of-Day Pricing service covers equities, equity derivative bonds, and indices listed on 170 markets worldwide.

France's main stock market index, the FR40, fell to 7546 points on August 1, 2025, losing 2.91% from the previous session. Over the past month, the index has declined 2.48%, though it remains 4.06% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from France. France Stock Market Index (FR40) - values, historical data, forecasts and news - updated on August of 2025.

In 2022, the leading stock exchange in Europe in terms of IPOs size was the Frankfurt Stock Exchange (Deutsche Börse), with a value of 9.4 billion euros. The following two largest exchanges were the Borsa Italiana in Milan (part of Euronext Group), and the London Stock Exchange, with around 1.4 billion and 1.1 billion euros respectively.

Browse LSEG's NASDAQ Europe real-time and delayed market data, covering all asset types such as equity, ETPs, fixed income and derivatives.

P-values of two samples Kolmogorov-Smirnov test comparing real data distribution with q normal distribution for individual stocks and the whole WIG 30 index (independent fit of left and right tail is performed).

The data come from best fit results shown in Table 1. The top part of the table is related to intraday data while bottom part contains interday data. The averaged relative asymmetry ratio and is taken respectively over all intraday time-lags (from 1 min to 60 min) and interday time-lags (from 1 day to 4 days) for individual stocks and the whole WIG 30 index.

Prices for Euro Area Stock Market Index (EU50) including live quotes, historical charts and news. Euro Area Stock Market Index (EU50) was last updated by Trading Economics this August 1 of 2025.

Germany's main stock market index, the DE40, fell to 23561 points on August 1, 2025, losing 2.10% from the previous session. Over the past month, the index has declined 0.96%, though it remains 33.40% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Germany. Germany Stock Market Index (DE40) - values, historical data, forecasts and news - updated on August of 2025.

We compile all return and macroeconomic data from Kenneth French's website and the OECD statistical data warehouse, respectively, for the period from January 1990 to December 2018. All return and macroeconomic data include the following countries: Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, Netherlands, Norway, Portugal, Spain, Sweden, Switzerland and United Kingdom.The dataset comprises the following series:

1. Fama-French factors, 3-factor model, as provided by Kenneth French (Europe_3_Factors.txt).
2. Fama-French factors, 5-factor model, as provided by Kenneth French (Europe_5_Factors.txt).
3. Returns for 25 size-BE/ME portfolios, as provided by Kenneth French (Europe_25_Portfolios_ME_BE-ME.txt).
4. Returns for 25 size-momentum, as provided by Kenneth French (Europe_25_Portfolios_ME_Prior_12_2.txt).
5. Weighted average per capita consumption growth. We first collect quarterly chained volume estimates for consumption in nondurables and services, non-seasonally adjusted, in national currency, for the 16 countries under consideration (‘Non-durable goods’ and ‘Services’ series, LNBQR measure). Second, we use the population series provided by the OECD to determine per capita consumption growth series for each country. Finally, we estimate the average consumption growth for the economies under consideration, weighting by population (Europe_Consumption_Q.txt).
6. Weighted average consumer confidence index (CCI). We collect monthly CCI data as provided by the OECD (‘OECD Standardised CCI, Amplitude adjusted, sa’ series, dataset ‘Composite Leading Indicators’, MEI). We determine the average CCI for the economies under consideration, weighting by population (Europe_Indicators_Q.txt).

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Tags: Equity Market Data, Stock Market Data, Corporate Actions Data, Corporate Buyback Data, Company Financial Data, Insider Trading Data

Skewness of price returns for chosen stokcs from WIG 30 stock index.

Market capitalization of Central and Eastern European stock exchanges (billion €).

This paper studies the heterogeneous effects of exchange rate and stock market on carbon emission allowance price in four emissions trading scheme pilots in China. We employ a panel quantile regression model, which can describe both individual and distributional heterogeneity. The empirical results illustrate that the effects of explanatory variables on carbon emission allowance price is heterogeneous along the whole quantiles. Specifically, exchange rate has a negative effect on carbon emission allowance price at lower quantiles, while becomes a positive effect at higher quantiles. In addition, a negative effect exists between domestic stock market and carbon emission allowance price, and the intensity decreasing along with the increase of quantile. By contrast, an increasing positive effect is discovered between European stock market and domestic carbon emission allowance prices. Finally, heterogeneous effects on carbon emission allowance price can also be proved in European Union Emission Trading Scheme (EU-ETS).

Comprehensive dataset of 152 companies listed on Moscow Stock Exchange, including detailed financial information, market data, and corporate filings. This dataset provides real-time updates on trading metrics, company profiles, financial statements, regulatory filings, and market performance indicators. Updated every 30 minutes, it covers key data points such as market capitalization, trading volume, stock prices, company fundamentals, and regulatory compliance information for all listed securities on Moscow Stock Exchange.

Comprehensive dataset of 1521 companies listed on London Stock Exchange, including detailed financial information, market data, and corporate filings. This dataset provides real-time updates on trading metrics, company profiles, financial statements, regulatory filings, and market performance indicators. Updated every 30 minutes, it covers key data points such as market capitalization, trading volume, stock prices, company fundamentals, and regulatory compliance information for all listed securities on London Stock Exchange.

Comprehensive dataset of 23 companies listed on Bratislava Stock Exchange, including detailed financial information, market data, and corporate filings. This dataset provides real-time updates on trading metrics, company profiles, financial statements, regulatory filings, and market performance indicators. Updated every 30 minutes, it covers key data points such as market capitalization, trading volume, stock prices, company fundamentals, and regulatory compliance information for all listed securities on Bratislava Stock Exchange.

Comprehensive dataset of 529 companies listed on Tel Aviv Stock Exchange, including detailed financial information, market data, and corporate filings. This dataset provides real-time updates on trading metrics, company profiles, financial statements, regulatory filings, and market performance indicators. Updated every 30 minutes, it covers key data points such as market capitalization, trading volume, stock prices, company fundamentals, and regulatory compliance information for all listed securities on Tel Aviv Stock Exchange.

The data set contains material to replicate: Beck K, Stanek P (2019) Globalization or regionalization of stock markets? The case of Central and Eastern European Countries. Eastern European Economics, 57(4), 317-330. doi: https://doi.org/10.1080/00128775.2019.1610895 The data comprises stock market returns time series at weekly frequency between January 2000 and December 2018 on 44 stock price indices grouped into 11 sets corresponding to (1) East Asian and Australian developed markets, (2) “Chinese” markets (including Taiwan and Hong Kong), (3) “core” euro area, (4) “peripheral” euro area, (5) developed European markets outside the euro area, (6) V-4 countries, (7) “frontier” European markets (Russia, Turkey, Ukraine), (8) Baltic countries, (9) Latin American markets, (10) North American markets and (11) emerging South-East Asian countries. Data were retrieved from stooq.com and in case of some missing points, for example, due to Chinese New Year celebrations, log-linear interpolation was applied.

While the global coronavirus (COVID-19) pandemic caused all major stock market indices to fall sharply in March 2020, both the extent of the decline at this time, and the shape of the subsequent recovery, have varied greatly. For example, on March 15, 2020, major European markets and traditional stocks in the United States had shed around ** percent of their value compared to January *, 2020. However, Asian markets and the NASDAQ Composite Index only shed around ** to ** percent of their value. A similar story can be seen with the post-coronavirus recovery. As of November 14, 2021 the NASDAQ composite index value was around ** percent higher than in January 2020, while most other markets were only between ** and ** percent higher. Why did the NASDAQ recover the quickest? Based in New York City, the NASDAQ is famously considered a proxy for the technology industry as many of the world’s largest technology industries choose to list there. And it just so happens that technology was the sector to perform the best during the coronavirus pandemic. Accordingly, many of the largest companies who benefitted the most from the pandemic such as Amazon, PayPal and Netflix, are listed on the NADSAQ, helping it to recover the fastest of the major stock exchanges worldwide. Which markets suffered the most? The energy sector was the worst hit by the global COVID-19 pandemic. In particular, oil companies share prices suffered large declines over 2020 as demand for oil plummeted while workers found themselves no longer needing to commute, and the tourism industry ground to a halt. In addition, overall share prices in two major stock exchanges – the London Stock Exchange (as represented by the FTSE 100 index) and Hong Kong (as represented by the Hang Seng index) – have notably recovered slower than other major exchanges. However, in both these, the underlying issue behind the slower recovery likely has more to do with political events unrelated to the coronavirus than it does with the pandemic – namely Brexit and general political unrest, respectively.