NYSE Dataset

Market: New York Stock Exchange

Number of stocks: 36

Number of days: 5651 (22 years)

Period: Jul 3, 1962 to Dec 31, 1984

Other info: Contains very large market cap stocks. Dataset was collected by Hal Stern

Stock Composition:

1. ahp
2. alcoa
3. amer_brands
4. arco
5. coke
6. comm_metals
7. dow_chem
8. Dupont
9. espey_manufacturing
10. Exxon
11. fischbach
12. ford
13. ge
14. gm
15. gte
16. gulf
17. hp
18. ibm
19. ingersoll
20. Iroquois
21. jnj
22. kimb-clark
23. kin_ark
24. Kodak
25. lukens
26. mei_corp
27. merck
28. mmm
29. mobil
30. morris
31. p_and_g
32. Pillsbury
33. schlum
34. sears
35. sher_will
36. texaco