Could you please give me some help on the following? How can one express the return of the Dow Jones Industrial Average index as a function of the returns of its individual components? It is not simply the sum of the products of stock weights times returns as I have already checked.

One more question on data issues. Is it possible to obtain tick-by-tick (or 30-seconds) data on STOCk prices for the French stock market? Are you aware if the French bourse offers this data or any vendor?

The BODB provides data only until 1996. After that date, CBOE terminated the data provision. It's a reliable data source (at least it has been widely used on research papers) but unfortunately terminated. Thanks.

For my study options on all stocks included in the index should be traded. As far as I have searched up to now, only the S&P100 index fullfils this criterion.

My research is on implied correlation. This is the only data I can use. Unfortunately, I don't have any kind of contacts with CBOE since I am a researcher in Greece. But I might try to find some. Thanks.

I have already asked them. They don't provide the data and can not recommend any reliable source.

I am looking for daily closing prices on STOCK options traded in the CBOE. The data source should be of high quality and reliability since these data are required for reseach purposes. Do you have any suggestions about where I can find such data? Thanks in advance for your help!!!!