Academic stock data
This post will introduce a couple of interesting datasets I recently stumbled upon. They contain historical stock return and fundamental data going back to`the 1980’s. Below I will outline the process by which I have made this data available, and perform an initial exploratory analysis. Background If you read this post, you will know I am collecting accounting and fundamental data for US stocks via the SEC EDGAR database. Price and other reference type data is also collected, and you can read about it here.