Dataset Groups Activity Stream CRSP US Stock Database The dataset used in this paper is the CRSP US Stock database, which contains end-of-day and month-end prices for NYSE, NYSE MKT, NASDAQ, and Arca Exchanges. BibTex: @dataset{Alessandro_Micheli_and_Eyal_Neuman_2024, abstract = {The dataset used in this paper is the CRSP US Stock database, which contains end-of-day and month-end prices for NYSE, NYSE MKT, NASDAQ, and Arca Exchanges.}, author = {Alessandro Micheli and Eyal Neuman}, doi = {10.57702/vr0ymzk5}, institution = {No Organization}, keyword = {'CRSP', 'Financial Data', 'Stock Market', 'US Stock Database', 'financial data', 'stock market'}, month = {dec}, publisher = {TIB}, title = {CRSP US Stock Database}, url = {https://service.tib.eu/ldmservice/dataset/crsp-us-stock-database}, year = {2024} }