If you're interested in getting hold of historic tick data you could go to a data provider (for a price) or perhaps more convenient would be to see if you could get access to a Bloomberg terminal.
Academics that research this area, especially questions of policy and market efficiency of both market pricing and funds, can be extremely open about their work, and are often keen to share.
[1] http://www.msci.com/ [2] http://www.ftse.com/
If you're interested in getting hold of historic tick data you could go to a data provider (for a price) or perhaps more convenient would be to see if you could get access to a Bloomberg terminal.
Academics that research this area, especially questions of policy and market efficiency of both market pricing and funds, can be extremely open about their work, and are often keen to share.