Dataset | Region | Time | Periods | Stocks |
NYSE(N) | US | 1/1/1985-30/6/2010 | 6431 | 23 |
DJIA | US | 14/1/2001-14/1/2003 | 507 | 30 |
SP500 | US | 2/1/1998-31/1/2003 | 1276 | 25 |
HS300 | CN | 21/1/2006-16/10/2017 | 421 | 44 |