Historial stock data (early 1900s)?

Any know where I can get a hold of free stock data dating back to the early 1900s?

I know of many services that charge an unnecessary amount of money, but doesn't the NYSE keep that data public somewhere?

has anyone done any studies on stock price movements of stocks in the early 1900s? Do they move similar to the way they move now? My guess is that they do move similar, but because stocks were thinner and there was more imperfect information, they had more volatility.


Any help appreciated!

 

I don't remember the link, but Dr. Shiller compiled and posted data for the S&P 500 (and its proxies) back to 1871.

This link might get you there: http://www.irrationalexuberance.com/index.htm

 

Very interesting link

 

Thanks for the link!
But I was looking for data on specific securities. The data from Dr. Shiller is just index data, not specific security data.

For example securities like:
New York, New Haven & Hartford Railroad
Bethlehem Steel
Anaconda Steel

Once again, thanks for any help!