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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. -
China Stock Market Data
The dataset used in this paper is the China stock market data, which includes daily technical data like open, close, high, low, returns, volume, vwap, cap, and fundamental data...