Yahoo Finance allows you to download tables of their daily historical stock price data.
The data includes an adjusted closing price that I thought I might use to calculate daily log returns as a first step to other kinds of analyses.
To calculate the adj. close you need to know all the splits and dividends, and ex-div and ex-split dates. If someone gets this wrong it should create some anomalous returns on the false vs. true ex dates.
Has anyone seen any major problems in the adj. closing price data on Yahoo Finance?