If you want to develop a stock trading strategy based on the stock splitting this information can be very useful.

We published US stock split data for the period from January 1995 to May 2002. The data were collected from various sources. 

The file is organized as

stock ticker symbol,    date as YYMMDD,    split factor = price after splitting / price before splitting

We hope it will be useful for many researchers who develop new stock trading strategies.

Click here to download the file.