I have 80 time series of stock returns.  I would like to find a
website that would allow me to enter a stock's ticker, and obtain the
exact dates of stock splits for this stock.

For example, if I enter FON [ticker for Sprint], I expect to get the
dates when that stock had stock splits:

December 28, 1989
Month, day, 1999

This site has to be either free, or provide this information for all
of the 80 stocks for under $50.

Thank you!

Yahoo! Finance has the information you seek. Here's how to access it:

http://finance.yahoo.com/q/hp?s=IBM. To the right of the boxes with
the date range, you'll see four choices. Click on "Dividends Only" and
press Enter again. Below you'll see a listing of all dividend payments
-- including stock splits. To check other stocks, just enter the
ticker symbols.

As for harvesting the data, you have two options. First, you can
simply copy and paste the data, then sort to weed out the stock splits
rather than cash dividends. But in my experience, it's just as fast to
simply write down the dividends and save the copying, pasting, and
sorting time.

V

Thanks.

Interestingly enough, the NASDAQ website allows you to plot charts of
NYSE constituents showing their split history. Unfortunately, you can
only access periods up to 10 years.

Here is an example for FON (Now S by the way!):

http://quotes.nasdaq.com/quote.dll?page=charting&mode=basics&intraday=off&timeframe=10y&charttype=ohlc&splits=on&earnings=off&movingaverage=None&lowerstudy=volume&comparison=off&index=&drilldown=off&symbol=S&selected=S

Thanks!  This is helpful.  It will work for half of my data, and for
some of my stocks [that are traded on both exchanges].  I am basically
looking for something like that, only for 1980-2000, and for stocks
traded on NYSE...

An alternative method and probably equally as fast might be simply to
input the ticker followed by "stock split" into Google...