London Business School provides several important services for use by investment professionals, corporate executives and academics. 


London Share Price Database (LSPD)

The London Share Price Database (LSPD) is a unique, comprehensive database of UK stock returns covering some 10,000 UK shares from 1955 to date.  It is an invaluable resource for both academic researchers and asset management firms.


Risk Measurement Service (RMS)

This quarterly publication (or monthly data feed) is designed for investment professionals, corporate executives, consultants, regulators, and academics. It provides risk measures and other key data for 2,200 UK shares.  Click on the links below for further information:

RMS: Contents
RMS: Sample pages
RMS: Who should subscribe and why?
RMS: Subscription information

Global Investment Returns Yearbook


The Yearbook reviews recent and long-run global capital market returns on equities, bonds, bills, inflation and currencies in 23 countries and on 3 regional and world indexes over the entire period since 1900.

All revenues from these services are used to support the maintenance of the London Share Price Database.  We are unable to supply data free of charge. If you are a student from another institution, please check whether your library subscribes to our services.

Key people

  • Elroy Dimson, Emeritus Professor of Finance, London Business School
  • Paul Marsh, Emeritus Professor of Finance, London Business School
  • Mike Staunton
    Mike Staunton is Director of the London Share Price Database, a research resource of London Business School, where he produces the London Business School Risk Measurement Service. He has taught at universities in the United Kingdom, Hong Kong and Switzerland. Dr Staunton is co-author with Mary Jackson of Advanced Modelling in Finance Using Excel and VBA, published by Wiley and writes a regular quant finance column for Wilmott magazine. He has had articles published in Journal of Banking & Finance, Financial Analysts Journal, Journal of the Operations Research Society, and Quantitative Finance. With Elroy Dimson and Paul Marsh, he co-authored the influential investment book Triumph of the Optimists, published by Princeton University Press, which underpins the Credit Suisse Global Investment Returns Sourcebook and associated Yearbook. His PhD in Finance is from London Business School.


For further information on these services, please contact:

Patricia Rowham, Subscriptions and Data Manager.
Tel: +44(0)20 7000 8251


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