Information for pair0067:

Financial data

x:	stock returns of Cheung kong (0001.HK)

y:	stock return of Sun Hung Kai Prop. (0016.HK)

from Jan. 4, 2000 to Jun. 17, 2005. Data was obtained from the Yahoo finance database. Sun Hung Kai Prop. is a typical stock in the Hang Seng Property subindex, and is believed to depend on other majoy stocks.

Remark: We calculated the above returns from the raw data in the following way.
1. Extract the dividend/split adjusted closing price data from Yahoo Finance http://finance.yahoo.com/.
2. For the few days when the price is not available, we use simple linear interpolation to estimate the price.  Consequently the two time series are aligned.
3. For each stock, denote the closing price on day t by P_t, and the corresponding return is calculated by X_t = (P_t-P_{t-1 }) / P_{t-1 }.


ground truth:
x-->y

