The NYSE data set includes daily prices of 36 assets along a 22-year period (5651 trading days) ending in 1985. (The zip file also contains the detailed description of the datasets.)

The NYSE data set includes daily prices of 19 stocks out of 36 stocks of the NYSE old dataset along a 44-year period (11178 trading days) ending in 2006. From the 17 missing stocks: 13 companies became bankrupt after '85 and the other 4 stocks do not satisifed some liquidity constraints that can cause misleading results in the simulations.(The compressed file also contains the detailed description of the datasets.)