Andrew Odlyzko: Prices and related data for 19th century British financial markets

This page presents some data about 19th century British financial markets. At the moment it consists exclusively of information about British government bonds (gilts) that were the basis for the paper Economically irrational pricing of 19th century British government funds[preprint, PDF] and its supplement[preprint, PDF]. Later, additional tables about share markets, especially railway shares, will be added. The main project page with all papers about related topics is at [recent papers on technology and financial manias]

Corrections and additions are invited. Please send them via email to odlyzko@umn.edu. Unless explicitly disallowed, any contributions will be incorporated (with proper acknowledgements) in the database.

• Friday closing prices for major gilts from 'Course of the Exchange,' 1823 - 1861. [data, text]

• Daily closing prices for major gilts from 'Course of the Exchange,' various intervals between 1831 and 1870. [data, text]

• Friday closing prices for some minor gilts, from 'Course of the Exchange,' various intervals. [data, text]

• Friday closing quotes from the 'Economist,' 16 days per year from 1861 to 1887. [data, text]

• Friday closing quotes from the 'Economist,' various intervals between 1849 and 1885, usually full years. [data, text]

• Daily closing quotes from the 'Economist,' various intervals between 1883 and 1888. [data, text]

• Long term interest rates in Britain, derived from weekly prices of Consols, 1823 to 1860. [data, text]

• Annual averages of differences in price between various major gilts, 1823 to 1887. [data, text]

• Some collections of daily closing quotes. [data, text]

• Some collections of daily closing prices from 'Course of the Exchange' in the 18th century. [data, text]

• Prices and transactions in the South Sea Company Old Annuity, 1838 - 1854. [data, text]