Data Sources

 

1.     FRED Federal Reserve Economic Data. Macro and financial data for the US and many foreign countries.

2.     Economics and Financial Data through ND Library.

3.     Ken French’s Data Library. Fama-French sorted portfolios and research factors.

4.     Yahoo Finance. For quick and dirty access to stock prices and returns. Enter a ticker symbol in the search box, then click on historical data, select the time period and sampling frequency. Download the data

5.     Robert Shiller’s online data. Long time-series of historical stock market data for the USA.