I am examining the impact of investor sentiment on the probability of stock market crises. I am constructing a composite measure of investor sentiment according to the methodology used in this paper http://220.127.116.11/repec/upload/201312051625034821.pdf
One of the variables used in the composite index is the "number of new investor accounts" - top of page 6. This paper uses data for the Shanghai composite index and the Shenzhen Index.
I am looking for data on the number of new investor accounts for the S&P 500, FTSE 100, NIKKEI 225, S&P/TSX and the ASX 200.
I have searched Bloomberg and datastream but cannot find anything. Any suggestions on where I might find such data would be great.