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Center for Research in Security Prices (CRSP)
Security-level historical pricing, returns, and volume data on more than 20,000 stocks (inactive and active companies) from the NYSE, AMEX, and NASDAQ markets, dating back to 1925 (monthly data) and 1962 (daily data).
CRSP also includes United States market indices, CRSP Market Indices (historical), treasuries, and mutual funds, and a merged database with S&P's Compustat data.
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