- 10-K reports from thousands of publicly traded U.S. companies, published in 1996–2006 and
stock return volatility measurements in the twelve-month period before and the twelve-month period after each report, where available (version 1.0 released March 31, 2009).
README file; directory listing
Please cite this paper if you write any papers involving the use of the data above:
This research project was supported in part by a grant from the Q-Group and the Center for Analytical Research in Technology at the Tepper School of Business at Carnegie Mellon University.