-
Russell 3000, 2000, and 1000 Indexes
The dataset used in this paper is the Russell 3000, 2000, and 1000 indexes. -
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. -
Daily Stocks Dataset
The dataset contains daily historical Google stock data from 2004 to 2019 with open, high, low, close, adjusted close, and volume features.
