Data Sources

A.  Political data source

The political data is an election results data source collected from the Election Atlas. The Election Atlas data (http://uselectionatlas.org/) is collected from many governmental official sources and presented by election waives. In each election wave we gather political outcomes information as follows:

           (i) the winning president and party;
           (ii) the margin of victory as a proxy for president confidence; and
           (iii) president term and whether the incumbent president runs.

B.  Finance data source
The Robert Shiller website (http://www.econ.yale.edu/~shiller/data.htm) provides information about S&P performance as well as inflation rates between 1972 and 2008. According to the Robert Shiller website, they collect monthly data about stock price, dividends, and earnings as well as the consumer price index, starting from as early as January 1871. This information can provide us with key finance indicators such as price-earnings ratio and log-dividend price ratio.

Other sources:
CRSP - The Center for Research in Security Prices: http://www.crsp.com/

Kenneth R. French: data library:
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/index.html

C. Political and Finance data source

A unique data set that provides both data about political affiliation and political views as well as about key financial decision is available at the Roper Center.

The Roper Center is an archive—it preserves the data from polls conducted by many leading survey organizations for the use of researchers, students, and journalists.

The Roper Center has a strong presence in the public opinion community and maintains cooperative relationships with other archives around the world. Data from the Roper Center provide a valuable resource for academic researchers, journalists, students, and the general public.

D.  Other Financial Data Sets

Click here to view.