Answered By: Business Librarians Last Updated: Oct 06, 2015 Views: 12
Go the Virtual Business library's Economic & Statistical Resources section and use WRDS; select CRSP.
Choose a file, for example, Indices and pick your variables.
Also look at the book, Stocks, Bonds, Bills, and Inflation by Ibbotson Associates. It can be found in the main collection of Bobst Library under the call number HG4915 .S76 .