Not sure if this is the best site for this question, it's pretty finance specific so I think it fits.
In Correlation Risk Modeling and Management, Meissner refers to a study he performed on the daily closing prices of the constituents of the DOW for around 30 years.
Any idea where I can find a similar data set? I've looked on Google and Yahoo but I can only find the closing value of the index and not a data set of the closing prices of all the constituents of it over the years.