Answered By: IESE Library
Last Updated: Apr 19, 2016     Views: 6

Go to WRDS and choose CRSP

CRSP has daily and monthly prices and returns for:

  • NYSE from 12/31/1925
  • AMEX from 7/02/1962
  • NASDAQ from 12/29/1972

The files include:

  • Common Stocks
  • ADRS
  • Closed-end Mutual Funds
  • REITS
  • Foreign stocks traded on NYSE or AMEX
  • ETFs

 

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