Data
Diane
http://libraryds.grenoble-em.com/en/databases/Pages/CompaniesandFinance.aspx
Library guide from other universities:
http://libguides.mit.edu/finance
http://ask.lib.byu.edu/a.php?qid=420047
Sheng’s data sources
https://sites.google.com/site/xiaoresearch/teaching
When I was searching “spreadsheet yahoo finance” using Google, I found the link below
http://investexcel.net/importing-historical-stock-prices-from-yahoo-into-excel/
Stata
When starting to work with Stata, it is useful to work through an introduction like this one and that one.
Stata tutorial
http://www3.nd.edu/~wevans1/ecoe60303/stata.htm
Stata Video
http://vimeo.com/user4435498/videos
STATA codes (e.g., the implementation of Fama and French four factors model, earnings management (Jones model), long term event study,)
https://sites.google.com/site/zhaoshan75/courses/rm/stata_code.rar
More resources about Stata