Compustat
Annual and quarterly income statement; Balance sheet,Cash flows;
Supplemental data items on most publicly held companies.
Also contains information on aggregates, industry segments, banks, market
prices, dividends, and earnings.
CRSP
The most comprehensive collection of security price, return, and volume data
for NYSE, AMEX and Nasdaq stock markets. Additional files provide stock
indices, treasury bond and risk-free rates, and mutual fund databases.
Daily, from 1962 and Nasdaq from 1972. Monthly, from 1925.
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