--- title: "US stock market data: datasets in recent research papers" description: "Datasets in the category “US stock market data” were mentioned in 13 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #31 of the 58 data categories mentioned." url: https://scholar4ai.com/datasets/us-stock-market-data markdown_url: https://scholar4ai.com/datasets/us-stock-market-data.md license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/) data_url: https://scholar4ai.com/data/rankings.json updated: 2026-10-26T13:22:50+09:00 window: 2026-09-27 to 2026-10-26 source: OpenAlex (CC0) --- # US stock market data Prices, returns, trading volume, quotes and shares outstanding of US-listed stocks. - 4 papers in the last 7 days - 2 of its 2 datasets mentioned Back to the ranking: https://scholar4ai.com/rankings/datasets.md ## Key findings - Datasets in the category “US stock market data” were mentioned in 13 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #31 of the 58 data categories mentioned. - The most-mentioned were CRSP (12) and NYSE TAQ (2). - By journal category: Finance (9), Economics (2), Operations Research (1) and Management (1). - Most of them appeared in Journal of Financial Economics (2), International Review of Economics & Finance (2) and Financial markets and portfolio management (1). ## Datasets *Datasets in this category · 2026-09-27 – 2026-10-26 (30 days)* | Dataset | Papers | Last 7 days | Names searched for | |---|---:|---:|---| | CRSP | 12 | 3 | CRSP, Center for Research in Security Prices | | NYSE TAQ | 2 | 1 | NYSE TAQ, Trade and Quote database, TAQ database, TAQ data, TAQ | ## Papers *Papers mentioning these datasets, newest first.* | Date | Title | Journal | Authors | Affiliations | Datasets mentioned | |---|---|---|---|---|---| | 2026-10-23 | [From pixels to profits: trading arbitrage portfolios based on image representations](https://doi.org/10.1007/s11408-026-00507-x) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | Niklas Paluszkiewicz | Universität Ulm | CRSP | | 2026-10-23 | [Markov-Switching Multifractal Models for High-Frequency Trade Counts](https://doi.org/10.1007/s10614-026-11452-2) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Zhamilya Mussayeva, Karim Moussa | Vrije Universiteit Amsterdam | NYSE TAQ | | 2026-10-22 | [Do long-term yields help to estimate short-term risk premia?](https://doi.org/10.1016/j.jfineco.2026.104386) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | Andrea Berardi, Roger Brown, Stephen M. Schaefer | | CRSP | | 2026-10-22 | [Cut the chit-chat: a new framework for the application of generative language models for portfolio construction](https://doi.org/10.1007/s10479-026-07418-0) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | Francesco A. Fabozzi, Ionuţ Florescu | Stevens Institute of Technology | CRSP | | 2026-10-09 | [Product market competition and target difficulty: The role of innovation](https://doi.org/10.1016/j.iref.2026.105958) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Seul Gi Oh | | CRSP | | 2026-10-07 | [Redefining fuel poverty: Introducing the temporal equity framework (TEF)](https://doi.org/10.1016/j.enpol.2026.115630) | [Energy Policy](https://scholar4ai.com/journals/energy-policy.md) | Torran Semple, J. Harvey, Grazziela Patrocinio Figueredo et al. | University of Oxford; University of Nottingham; Queen's Medical Centre | CRSP | | 2026-10-06 | [Chronologically consistent large language models](https://doi.org/10.1016/j.jfineco.2026.104374) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | Songrun He, Linying Lv, Asaf Manela et al. | Chinese University of Hong Kong; Washington University in St. Louis; University of Iowa | CRSP | | 2026-10-06 | [Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagation](https://doi.org/10.1016/j.iref.2026.105946) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Md Tanvir Hasan | University of Dhaka; University of Glasgow | CRSP | | 2026-10-05 | [Beyond readability: Managerial disclosure cohesion and information asymmetry](https://doi.org/10.1016/j.frl.2026.110883) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Li Dang, Chuancai Zhang | California Polytechnic State University | CRSP | | 2026-10-01 | [Disaster-focused media climate change concerns and extreme weather events: effects on green fund flows](https://doi.org/10.1016/j.najef.2026.102742) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | Svetoslav Covachev, Cesário Mateus, Irina Mateus et al. | Corvinus University of Budapest; Sofia University "St. Kliment Ohridski"; Universidade Católica Portuguesa | CRSP | | 2026-10-01 | [CEO Inherited Altruism, Firm Corporate Social Responsibility, and Shareholder Returns](https://doi.org/10.1007/s10551-026-06475-6) | [Journal of Business Ethics](https://scholar4ai.com/journals/journal-of-business-ethics.md) | Miriam Marra, Jing Ruan, Lisa Schopohl et al. | ICMA Centre; University of Reading; KIMEP University; … | CRSP | | 2026-09-29 | [The 52-week high liquidity mirage: How behavioral convergence impairs price discovery](https://doi.org/10.1016/j.jbankfin.2026.107830) | [Journal of Banking & Finance](https://scholar4ai.com/journals/journal-of-banking-finance.md) | Joshua Della Vedova, Mingze Gao, Andrew R. Grant et al. | Macquarie University; The University of Sydney; University of San Diego | CRSP, NYSE TAQ | | 2026-09-27 | [Bank market power and corporate stock price crash risk: borrowers’ manipulation incentives](https://doi.org/10.1016/j.intfin.2026.102407) | [Journal of International Financial Markets Institutions and Money](https://scholar4ai.com/journals/journal-of-international-financial-markets-institutions-and-money.md) | Shengfeng Li, Liang Han, Biao Mi | University of Sheffield; Dongbei University of Finance and Economics; University of Surrey; … | CRSP | ## Cite this page Scholar4AI. (2026). US stock market data. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/datasets/us-stock-market-data ```bibtex @misc{scholar4ai-datasets-us-stock-market-data, author = {{Scholar4AI}}, title = {US stock market data}, year = {2026}, howpublished = {\url{https://scholar4ai.com/datasets/us-stock-market-data}}, urldate = {2026-10-26}, note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0} } ``` License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).