Data series available to researchers
Data Available for a Small Fee

Monthly US Stock Returns, 1802-1925

Daily US Stock Returns, 1885-1962


Data Available for Free

(but please cite the source)

Data on poison pills from Comment & Schwert JFE, 1995 "Poison pill" paper

Data on takeovers from Schwert JFE, 1996 "Markup pricing" paper

Data on takeovers from Schwert JFin, 2000 "Hostile takeovers" paper

Data on IPOs from Lowry & Schwert JFin, 2002 "IPO cycles" paper

Data on IPO Volatility from Lowry, Officer & Schwert, 2007 "Variability of IPO Initial Returns" paper


Return to Schwert Home Page


© Copyright 1998-2015, G. William Schwert

Last Updated on 2/26/2015