FinancialData would most likely pull this data from Yahoo Finance's API if possible. I don't see that the syntax of FinancialData allows this kind of search and so the Yahoo Finance API probably doesn't either.

If FinancialData doesn't have the information you seek, I would usually suggest trying to use the WolframAlpha function to get the data, but I don't believe you'll find this data there either. Do you know of a source of this data online at all? FinancialData and WolframAlpha will both make it easier to import common and readily available data into Mathematica, but if the data you are looking for is difficult to find anywhere, that's going to be a different probem.