Now showing items 1-20 of 27

    • Amit Goyal 

      Unknown author
      We use the price-dividend ratio of the aggregate stock market provided on Amit Goyal’s webpage. 
    • BEA 

      Unknown author
      The Bureau of Economic Analysis produces economic accounts statistics that enable government and business decision-makers, researchers, and the American public to follow and understand the performance of the Nation's economy.
    • Bloomberg 

      Unknown author
      Bloomberg offers a wide range of data on the world's leading public and private companies. Bloomberg database components includes: Stock price data, CDS and bond data, calculated ratios, financial accounts information; ...
    • CA-TADS 

      Unknown author
    • CBOE 

      Unknown author
      Cboe Global Markets, Inc. (Cboe) is one of the world's largest exchange holding companies, offering cutting-edge trading and investment solutions to investors
    • CFM Survey 

      Unknown author
      The CFM surveys informs the public about the views held by prominent economists based in Europe on important macroeconomic and public policy questions. Some surveys focus specifically on the UK economy (as the CFM is a UK ...
    • CieslakSchrimpf_2019 

      Unknown author
      We compile a novel database of time-stamped monetary policy events by the four main central banks—the Federal Reserve (Fed), the European Central Bank (ECB), the Bank of England (BOE) and the Bank of Japan (BOJ)—spanning ...
    • CMA 

      Unknown author
      Credit Market Analysis (CMA) is a data and information company specializing in OTC derivatives markets. In July 2012, the company became part of the S&P Capital IQ division of McGraw-Hill
    • Compustat 

      Unknown author
      Compustat (from Standard & Poor's) provides annual and quarterly income statements, balance sheets, statements and supplemental data on North American public companies.
    • CRSP 

      Unknown author
      Our portfolio of stock, indexes, mutual fund, treasury, and REIT market databases is relied on by academicians whose research and publications must withstand rigorous analysis for accuracy. Quantitative analysts in the ...
    • Datastream 

      Unknown author
      Historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 70 years of data, across 175 countries ...
    • EMIR 

      Unknown author
    • GorodnichenkoWeber_2015 

      Unknown author
      Research that was conducted with restricted access to the Bureau of Labor Statistics (BLS) data.
    • Hao Zhou Webpage 

      Unknown author
      The variance risk premium taken from Hao Zhou’s homepage.
    • Kenneth French 

      Unknown author
      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 ...
    • Kibot 

      Unknown author
      We provide instant access to over 58 years of daily data, over 22 years of top-quality, minute-by-minute intraday data and over 11 years of tick-by-tick (including bid/ask) historical market data for Stocks, ETFs, Futures ...
    • OptionMetrics 

      Unknown author
      OptionMetrics is the financial industry's premier provider of quality historical option price data, tools, and analytics. Currently, over 300 institutional subscribers and universities rely on our products as their main ...
    • RPNA 

      Unknown author
      RavenPack News Analytics (RPNA) provides real-time structured sentiment, relevance and novelty data for entities and events detected in the unstructured text published by reputable content sources. Publishers include Dow ...
    • S&P500 

      Unknown author
      The Standard and Poor's 500, or simply the S&P 500, is a free-float weighted measurement stock market index of 500 of the largest companies listed on stock exchanges in the United States.
    • SNL 

      Unknown author
      SNL Financial is the premier provider of breaking news, financial data and expert analysis on business sectors critical to the global economy: Banking, Insurance, Financial Services, Real Estate, Energy, Media & Communications ...