Help finding calculations to adjust European stock time-series data for corporate actions?

[David Andrews]

Hi,

I am looking for all the different calculations (not the data) that I need to apply to raw stock time-series price data for European equities in order to adjust this data for corporate actions.

I want to adjust the data for the following corporate actions:

Stock Split
Stock Dividend (Bonus Issue)
Rights Offering
Rights Offerings - Not Entitled
Spin-off
Two or More Spin-offs
Special Cash/Return of Capital
Rights Offering/Dividend



If anyone could send me a link (or anything) that outlines the individual calculations which maybe includes worked example or something it would be much appreciated.

Thanks

 

[Polter]

See, for instance, "CRSP Calculations":
http://www.crsp.com/products/documentation/crsp-calculations
http://www.crsp.com/indexes-pages/methodology