Data

I recommend the financial data resources featured here. I've used these datasets myself for studying a variety of financial topics or for use in the courses I teach. They are trusted by academics and professionals alike, offering a solid foundation for any financial project.

Ken French's Data Library

A comprehensive resource of historical data on factors and returns, including Fama-French factor models.

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Aswath Damodaran's Data Site

A repository of valuation, corporate finance, and market datasets useful for financial analysis and research.

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Hoberg and Phillips Data

Datasets focusing on industry classifications and market dynamics, including product similarity measures.

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Bill McDonald's Data Library

A collection of datasets for financial research, including textual analysis and corporate filings.

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Federal Reserve FRED Economic Data

Economic data covering a wide range of topics, including macroeconomic indicators and financial statistics.

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SEC EDGAR Database

A resource for accessing corporate filings, including annual reports (10-K), quarterly reports (10-Q), and more.

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Nasdaq Data Link

Market data, stock information, and trading resources provided by Nasdaq.

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Open Source Asset Pricing Data

A repository of open-source datasets for asset pricing research, developed by Chen and Zimmerman.

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