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Institute for the Study of Security Markets - ISSM

Description: Tick-by-tick data covering NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992.

Each year’s data is divided into two files, one for trades and one for quotes.

Content Type: Financial Markets Data

Subject: Financial Markets And Indexes

Access:

• Current HU faculty, students, and staff

• Available via WRDS - Wharton Research Data Services
• HU faculty, doctoral students, and staff researchers may request a WRDS account here.
• HU graduate, undergraduate and HBS MBA students may use WRDS in the Financial Databases Room.
• HBS faculty, doctoral students, and staff may contact Baker Research Services.

Note: Use of WRDS is limited to academic and non-commercial research purposes. The right to access licensed databases and copyrighted material on the WRDS system is only for internal or academic research. You may not use data downloaded from WRDS for any commercial endeavor. In addition, you may not reveal, disclose, transfer, or share username and password information with anyone. Additional restrictions apply. See WRDS Terms of Use.

Use of this database implies acceptance of our Copyright and Licensing Restrictions.