This guide focuses on sources of financial data for research purposes. Sources are divided by type and often further subdivided. Most financial databases are restricted to academic use only for Princeton University.
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A few tips for finance:
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The key is matching. Tickers can be reused. Ideally, find the CUSIP, ISIN, and/or SEDOL.
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Be aware of survivor bias. Some databases only include actively traded companies.
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Be aware of header data (current only addresses, industries, etc.).
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You will have much less information for private companies than public.