The CRSP database, part of our WRDS service from Wharton, has just completed their annual update with the addition of pricing data through 2005.
In addition, they have added historical data -daily pricing- for NYSE-traded stocks from 1925 through 1962. Historical pricing for AMEX and NASDAQ traded stocks remains unchanged. AMEX price history starts in July 1962 and NASDAQ prices begin in December 1972.
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