Table 2 Open data sources^a

Yahoo Finance

http://finance.yahoo.com

Current and historical pricing, analyst forecast, options, balance sheet, income statement

CAPM, portfolio theory, liquidity measure, momentum strategy, VaR, options

Google Finance

http://www.google.com/finance

Current, historical trading prices

Stock trading data

Federal Reserve

http://www.federalreserve.gov/releases/h15/data.htm

interest rates, rates for AAA, AA rated bonds

fixed income, bond, term structure

Marketwatch

http://www.marketwatch.com

Financial statements

Corporate finance, investment

SEC filing

http://www.sec.gov/edgar.shtml

Balance sheet, income statement, holdings

Ratio analysis, fundamental analysis

Oanda

http://www.oanda.com

Foreign Exchange rates, price for precious metals

International finance, commodity trading

Prof. French data library

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Fama-French factors, market index, risk-free rate, industry classification

Factor models, CAPM

Census Bureau

http://www.census.gov/

http://www.census.gov/compendia/statab/hist_stats.html

Census data

Real income, trading strategy

US. Dept. Treasury

http://www.treas.gov

US. Treasury yield

Fixed income

FINRA

http://cxa.marketwatch.com/finra/BondCenter/Default.aspx

Bond price and yield

Fixed income

Bureau of Labor Statistics

http://www.bls.gov/

http://download.bls.gov/

Inflation, Employment, unemployment, pay and benefits

Macro economics

Bureau of Economic Analysis

http://www.bea.gov/

GDP (Gross Domestic Product) and others .

Macro economics

National Bureau of Economic Research

http://www.nber.org/

Business cycles,vital statistics, report of Presidents

Macroeconomics, financial stability