Data

I recommend the financial data resources featured here. I've used these datasets myself for studying a variety of financial topics or for use in the courses I teach. They are trusted by academics and professionals alike, offering a solid foundation for any financial project.

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