5 datasets found

Groups: Financial Markets

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  • Option Contract Price Data

    The dataset used in this study is a collection of option contract price data, containing historical end-of-day option chains for each stock.

  • Stock Price Data

    The dataset used in this study is a collection of stock price data, containing historical end-of-day adjusted closing prices for each stock.

  • Stock Universe

    The dataset used in this study is a stock universe of 165 US stocks, diversified across 11 traditional stock market sectors.

  • 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.

  • CRSP Database

    The dataset used in this paper is the Center for Research in Securities Prices (CRSP) database sampled between January 1963 and December 2018.