Answered By: Bobray Bordelon
Last Updated: Apr 26, 2018     Views: 22

  • Use CRSP available through  WRDS.
  • CRSP has daily and monthly prices and returns for:
    • NYSE from 12/31/1925
    • AMEX from 7/02/1962
    • NASDAQ from 12/29/1972
  • The files include:
    • Common Stocks
    • ADRS
    • Closed-end Mutual Funds
    • REITS
    • Foreign stocks traded on NYSE or AMEX
    • ETFs
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