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Business & Management Librarian
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Center for Research in Security Prices - CRSP
The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX, and Nasdaq stock markets.
Historical, global coverage of equities, stock markets, commodities, futures, currencies, options, bond markets, company financials, and economic data. The database is updated daily, and historical equity information goes back as far as 1973, though coverage varies across countries and types of content. If you need access to Datastream whiile the LIbraries are closed due to the pandemic, please contact firstname.lastname@example.org
Dow Jones Averages & Total Return Indexes (via WRDS)
The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite (DJA), as well as The Dow Jones Industrial (DJI), The Dow Jones Transportation (DJT), The Dow Jones Utility (DJU), The Dow 10, and The Dow 5.
Fama-French Portfolios and Factors (via WRDS)
The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value.
Trades and Quotes - TAQ (via WRDS)
Intraday transactions data (trades and quotes) starting in 1993 for all securities listed on the NYSE and AMEX, as well as NASDAQ and Small Cap issues. Sloan has access to milisecond data from 2014+
Key web sites
Created by JPMorgan, this site is a great source for accessing news, earnings estimates, quotes, technical charts, and institutional ownership on American Depositary Receipts (ADRs) and international equities. search for ADRs by region, industry, and ticker or company name. Click on market overview to get data on the best and worst performing DRs as well as top DRs by sector, ownership, and country.
Bank of New York Mellon Depository Receipts Directory
Provides good background information on American Depository Receipts (ADR). You can view ADRs by industry, country, or region. You can search DRs by institutional ownership and dividend paying issuers.
Stock and Commodity Exchanges
An excellent guide to stock and commodity exchanges worldwide, including those dealing in futures, options, and derivatives, as well as sources for market and stock prices and reports.
Create a variety of daily and weekly charts for periods ranging from just past few minutes to several years in numerous styles and colors.