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Hey all.  I'm doing some quantitative analysis on Japan over the last couple of years using different screener strategies (NCAV discount, Magic Formula, etc).  I have historical financial data for most of the market.  However, I can't seem to find any reliable source for stock splits, which really messes things up.  Although, honestly, it's not that bad.

 

Does anyone know where I can reliable information about splits?

 

I mean, if worse comes to worse, I can sort companies in my data by return and adjust the ones that are obvious splits.  For example, JP:3750 did NOT go up 10000%.  It split 1:100.  However, I'd like use clean and pure data, versus manually inputting things myself and potentially missing something.

 

Thanks in advance!

 

Oh, and for what it's worth, I don't have access to any paid financial data services, such as a Capital IQ, FactSet or a Bloomberg terminal.

 

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