Hi,
I'm doing a research on the effect of interest rate on share prices and share price volatility. I'm thinking of using the CBR to represent interest rate but I don't know the the best indicator of share prices. I can't use daily share prices because they'll be too many (since I plan on looking at share prices for the past 5 years) and I don't want to use the 20-share index either (I want to look at individual stocks). What's the best measure for share prices in such a case? Should I use monthly share prices? How do I even calculate/get MONTHLY share prices for say, a stock like Kengen?
Arigato.