How to download a list of stock's Adj. Historical Data from Yahoo Finance to Stata

[Chris Sy]

Hi,

I am trying get 5 year daily historical adj. closing price for 94 tickers from yahoo finance. Anyone know how to do this? Feel free to recommend any other sources as well.

Cheers,
Chris

[Steve Samuels]

Welcome to Statalist, Chris. Unfortunately, you are posting in the Mata, intended to "Discuss Mata, Stata's matrix programming language". Post in the General forum (http://www.statalist.org/forums/forum/general-stata-discussion/general), where you're post will get more attention.

[Alberto Dorantes]

Chris, download the mvport package from ssc (ssc install mvport), and use the command returnsyh. Type help returnsyh and you will see an example to bring a list of tickers from Yahoo Finance, and also it calculates returns.