| Ken French's Data Library |
A comprehensive resource of historical data on factors and returns, including Fama-French factor models. |
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| Aswath Damodaran's Data Site |
A repository of valuation, corporate finance, and market datasets useful for financial analysis and research. |
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| Hoberg and Phillips Data |
Datasets focusing on industry classifications and market dynamics, including product similarity measures. |
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| Bill McDonald's Data Library |
A collection of datasets for financial research, including textual analysis and corporate filings. |
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| Federal Reserve FRED Economic Data |
Economic data covering a wide range of topics, including macroeconomic indicators and financial statistics. |
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| SEC EDGAR Database |
A resource for accessing corporate filings, including annual reports (10-K), quarterly reports (10-Q), and more. |
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| Nasdaq Data Link |
Market data, stock information, and trading resources provided by Nasdaq. |
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| Open Source Asset Pricing Data |
A repository of open-source datasets for asset pricing research, developed by Chen and Zimmerman. |
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