I am trying to write my masters thesis in finance and my topic will be ETF related. I wanted to ask whether it is possible to find data for an empirical analysis for my thesis. I have been searching far and wide on the Internet but it seems people either have no idea or not many deal with this topic.
I wanted to ask whether someone can give me an advice on data access concerning ETFs. What I am more precisely looking is data on ETFs which include their holdings and information about the change of the holdings, when a certain stock was integrated in the ETF and when it was dropped by the ETF creator.
Thanks in advance guys, any comments will be appreciated.