Ownership data on-line:

• Athens Stock Exchange (Greece)
• Australia and New Zealand
• Brussels Stock Exchange (Belgium)
• Bucharest Stock Exchange (Romania)
• Bundesanstalt für Finanzdienstleistungsaufsicht (Germany) 
• Comision Nacional del Mercado de Valores (Spain)
• Commerzbank (Germany)
• Consob (Italy)
• Datex (New Zealand)
• Digital Look (United Kingdom)
• East Asia (data used in Claessens, Djankov and Lang, JFE paper)
• Euronext (Belgium, France, the Netherlands)
• Helsinki Media Blue Book (Finland)
• Hemscott (Ireland & the United Kingdom)
• Hugin (Finland, Sweden, Norway and some other markets)
• Istanbul Stock Exchange (Turkey)
• Kazakhstan Stock Exchange
• Ljubljana Stock Exchange (Slovenia)                                 
• Oslo Stock Exchange (Norway)
• Paris Stock Exchange (France)
• Polish SEC (Poland)
• Riga Stock Exchange (Latvia)                        
• Santiago Stock Exchange (Chile)
• Securities and Exchange Commission (US)
• Tallinn Stock Exchange (Estonia)
• Toronto Stock Exchange (Canada)
• Toyo Keizai Shanposha (Japan)
• Western Europe (data used in my JFE paper)
• Very often, the stock exchanges supervisory authorities or the stock exchanges themselves have ownership data and will provide it for free (upon request, of course). Go to the World Federation of Exchanges web page for links to their web pages.

Privatization data:

• Privatization barometer

Journals, working papers, etc:

• American Economic Review
• Journal of Business
• Journal of Finance
• Journal of Financial and Quantitative Analysis
• Journal of Financial Economics
• Journal of Political Economy
• Quarterly Journal of Economics
• Review of Financial Studies
• Visit economics, business and management journals’ web sites at Elsevier
• Visit the worldwide directory of finance faculty at Ohio State

An excellent source for working papers is the Social Science Research Network