I have a list of about 8000 global companies identified using SEDOL identifiers and tickers (for whatever exchanges the companies are listed).
I need to retrieve data about these for a regression, primarily stock returns, but also for instance market capitalisation. How do I do such a query with Bloomberg?
One problem is identification of companies. My data has SEDOLs and tickers, but Bloomberg seem to be based on tickers. How does that work, considering that I guess tickers are not unique, but specific to each exchange?
The main problem is doing this query, where the data for the firms needs to be panel data. Any ideas? Also, what is the best source/community/site for Bloomberg questions?