CRSP (available via WRDS). The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.
Masters and PhD students may register for an account on the WRDS website. Students will then need to wait to be verified before access is granted by the system. When registering always use your university email account. Once your account is verified you may access this resource remotely.