Lehman Brothers, the fourth largest investment bank on Wall Street, declared bankruptcy on the 15th of September 2008, becoming the largest bankruptcy in U.S. history. The investment house, which was founded in the mid-19th century, had become heavily involved in the U.S. housing bubble in the early 2000s, with its large holdings of toxic mortgage-backed securities (MBS) ultimately causing the bank's downfall. The bank had expanded rapidly following the repeal of the Glass-Steagall Act in 1999, which meant that investment banks could also engage in commercial banking activities. Lehman vertically integrated their mortgage business, buying smaller commercial enterprises that originated housing loans, which allowed the bank to expand its MBS holdings. The downfall of Lehman and the crash of '08 As the U.S. housing market began to slow down in 2006, the default rate on housing loans began to spike, triggering losses for Lehman from their MBS portfolio. Lehman's main competitor in mortgage financing, Bear Stearns, was bought by J.P. Morgan Chase in order to prevent bankruptcy in March 2008, leading investors and lenders to become increasingly concerned about the bank's financial health. As the bank relied on short-term funding on money markets in order to meet its obligations, the news of its huge losses in the third-quarter of 2008 further prevented it from funding itself on financial markets. By September, it was clear that without external assistance, the bank would fail. As its losses from credit default swaps mounted due to the deepening crash in the housing market, Lehman was forced to declare bankruptcy on September 15, as no buyer could be found to save the bank. The collapse of Lehman triggered panic in global financial markets, forcing the U.S. government to step in and bail-out the insurance giant AIG the next day on September 16. The effects of this financial crisis hit the non-financial economy hard, causing a global recession in 2009.

The value of the DJIA index amounted to 43,191.24 at the end of March 2025, up from 21,917.16 at the end of March 2020. Global panic about the coronavirus epidemic caused the drop in March 2020, which was the worst drop since the collapse of Lehman Brothers in 2008. Dow Jones Industrial Average index – additional information The Dow Jones Industrial Average index is a price-weighted average of 30 of the largest American publicly traded companies on New York Stock Exchange and NASDAQ, and includes companies like Goldman Sachs, IBM and Walt Disney. This index is considered to be a barometer of the state of the American economy. DJIA index was created in 1986 by Charles Dow. Along with the NASDAQ 100 and S&P 500 indices, it is amongst the most well-known and used stock indexes in the world. The year that the 2018 financial crisis unfolded was one of the worst years of the Dow. It was also in 2008 that some of the largest ever recorded losses of the Dow Jones Index based on single-day points were registered. On September 29th of 2008, for instance, the Dow had a loss of 106.85 points, one of the largest single-day losses of all times. The best years in the history of the index still are 1915, when the index value increased by 81.66 percent in one year, and 1933, year when the index registered a growth of 63.74 percent.

View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.

The Federal National Mortgage Association, commonly known as Fannie Mae, was created by the U.S. congress in 1938, in order to maintain liquidity and stability in the domestic mortgage market. The company is a government-sponsored enterprise (GSE), meaning that while it was a publicly traded company for most of its history, it was still supported by the federal government. While there is no legally binding guarantee of shares in GSEs or their securities, it is generally acknowledged that the U.S. government is highly unlikely to let these enterprises fail. Due to these implicit guarantees, GSEs are able to access financing at a reduced cost of interest. Fannie Mae's main activity is the purchasing of mortgage loans from their originators (banks, mortgage brokers etc.) and packaging them into mortgage-backed securities (MBS) in order to ease the access of U.S. homebuyers to housing credit. The early 2000s U.S. mortgage finance boom During the early 2000s, Fannie Mae was swept up in the U.S. housing boom which eventually led to the financial crisis of 2007-2008. The association's stated goal of increasing access of lower income families to housing finance coalesced with the interests of private mortgage lenders and Wall Street investment banks, who had become heavily reliant on the housing market to drive profits. Private lenders had begun to offer riskier mortgage loans in the early 2000s due to low interest rates in the wake of the "Dot Com" crash and their need to maintain profits through increasing the volume of loans on their books. The securitized products created by these private lenders did not maintain the standards which had traditionally been upheld by GSEs. Due to their market share being eaten into by private firms, however, the GSEs involved in the mortgage markets began to also lower their standards, resulting in a 'race to the bottom'. The fall of Fannie Mae The lowering of lending standards was a key factor in creating the housing bubble, as mortgages were now being offered to borrowers with little or no ability to repay the loans. Combined with fraudulent practices from credit ratings agencies, who rated the junk securities created from these mortgage loans as being of the highest standard, this led directly to the financial panic that erupted on Wall Street beginning in 2007. As the U.S. economy slowed down in 2006, mortgage delinquency rates began to spike. Fannie Mae's losses in the mortgage security market in 2006 and 2007, along with the losses of the related GSE 'Freddie Mac', had caused its share value to plummet, stoking fears that it may collapse. On September 7th 2008, Fannie Mae was taken into government conservatorship along with Freddie Mac, with their stocks being delisted from stock exchanges in 2010. This act was seen as an unprecedented direct intervention into the economy by the U.S. government, and a symbol of how far the U.S. housing market had fallen.

The Dow Jones Industrial Average (DJIA) index dropped around 8,000 points in the four weeks from February 12 to March 11, 2020, but has since recovered and peaked at 44,910.65 points as of November 24, 2024. In February 2020 - just prior to the global coronavirus (COVID-19) pandemic, the DJIA index stood at a little over 29,000 points. U.S. markets suffer as virus spreads The COVID-19 pandemic triggered a turbulent period for stock markets – the S&P 500 and Nasdaq Composite also recorded dramatic drops. At the start of February, some analysts remained optimistic that the outbreak would ease. However, the increased spread of the virus started to hit investor confidence, prompting a record plunge in the stock markets. The Dow dropped by more than 3,500 points in the week from February 21 to February 28, which was a fall of 12.4 percent – its worst percentage loss in a week since October 2008. Stock markets offer valuable economic insights The Dow Jones Industrial Average is a stock market index that monitors the share prices of the 30 largest companies in the United States. By studying the performance of the listed companies, analysts can gauge the strength of the domestic economy. If investors are confident in a company’s future, they will buy its stocks. The uncertainty of the coronavirus sparked fears of an economic crisis, and many traders decided that investment during the pandemic was too risky.

The Long Depression was, by a large margin, the longest-lasting recession in U.S. history. It began in the U.S. with the Panic of 1873, and lasted for over five years. This depression was the largest in a series of recessions at the turn of the 20th century, which proved to be a period of overall stagnation as the U.S. financial markets failed to keep pace with industrialization and changes in monetary policy. Great Depression The Great Depression, however, is widely considered to have been the most severe recession in U.S. history. Following the Wall Street Crash in 1929, the country's economy collapsed, wages fell and a quarter of the workforce was unemployed. It would take almost four years for recovery to begin. Additionally, U.S. expansion and integration in international markets allowed the depression to become a global event, which became a major catalyst in the build up to the Second World War. Decreasing severity When comparing recessions before and after the Great Depression, they have generally become shorter and less frequent over time. Only three recessions in the latter period have lasted more than one year. Additionally, while there were 12 recessions between 1880 and 1920, there were only six recessions between 1980 and 2020. The most severe recession in recent years was the financial crisis of 2007 (known as the Great Recession), where irresponsible lending policies and lack of government regulation allowed for a property bubble to develop and become detached from the economy over time, this eventually became untenable and the bubble burst. Although the causes of both the Great Depression and Great Recession were similar in many aspects, economists have been able to use historical evidence to try and predict, prevent, or limit the impact of future recessions.

This study examines the market return spillovers from the US market to 10 Asia-Pacific stock markets, accounting for approximately 91 per cent of the region’s GDP from 1991 to 2022. Our findings indicate an increased return spillover from the US stock market to the Asia-Pacific stock market over time, particularly after major global events such as the 1997 Asian and the 2008 global financial crises, the 2015 China stock market crash, and the COVID-19 pandemic. The 2008 global financial crisis had the most substantial impact on these events. In addition, the findings also indicate that US economic policy uncertainty and US geopolitical risk significantly affect spillovers from the US to the Asia-Pacific markets. In contrast, the geopolitical risk of Asia-Pacific countries reduces these spillovers. The study also highlights the significant impact of information and communication technologies (ICT) on these spillovers. Given the increasing integration of global financial markets, the findings of this research are expected to provide valuable policy implications for investors and policymakers.

Actually, I prepare this dataset for students on my Deep Learning and NLP course.

But I am also very happy to see kagglers play around with it.

Have fun!

Description:

There are two channels of data provided in this dataset:

1. News data: I crawled historical news headlines from Reddit WorldNews Channel (/r/worldnews). They are ranked by reddit users' votes, and only the top 25 headlines are considered for a single date. (Range: 2008-06-08 to 2016-07-01)

2. Stock data: Dow Jones Industrial Average (DJIA) is used to "prove the concept". (Range: 2008-08-08 to 2016-07-01)

I provided three data files in .csv format:

1. RedditNews.csv: two columns The first column is the "date", and second column is the "news headlines". All news are ranked from top to bottom based on how hot they are. Hence, there are 25 lines for each date.

2. DJIA_table.csv: Downloaded directly from Yahoo Finance: check out the web page for more info.

3. Combined_News_DJIA.csv: To make things easier for my students, I provide this combined dataset with 27 columns. The first column is "Date", the second is "Label", and the following ones are news headlines ranging from "Top1" to "Top25".

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To my students:

I made this a binary classification task. Hence, there are only two labels:

"1" when DJIA Adj Close value rose or stayed as the same;

"0" when DJIA Adj Close value decreased.

For task evaluation, please use data from 2008-08-08 to 2014-12-31 as Training Set, and Test Set is then the following two years data (from 2015-01-02 to 2016-07-01). This is roughly a 80%/20% split.

And, of course, use AUC as the evaluation metric.

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To all kagglers:

Please upvote this dataset if you like this idea for market prediction.

If you think you coded an amazing trading algorithm,

friendly advice

do play safe with your own money :)

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Feel free to contact me if there is any question~

And, remember me when you become a millionaire :P

Note: If you'd like to cite this dataset in your publications, please use:

Sun, J. (2016, August). Daily News for Stock Market Prediction, Version 1. Retrieved [Date You Retrieved This Data] from https://www.kaggle.com/aaron7sun/stocknews.

The Dow Jones Industrial Average (DJIA) is a stock market index used to analyze trends in the stock market. While many economists prefer to use other, market-weighted indices (the DJIA is price-weighted) as they are perceived to be more representative of the overall market, the Dow Jones remains one of the most commonly-used indices today, and its longevity allows for historical events and long-term trends to be analyzed over extended periods of time. Average changes in yearly closing prices, for example, shows how markets developed year on year. Figures were more sporadic in early years, but the impact of major events can be observed throughout. For example, the occasions where a decrease of more than 25 percent was observed each coincided with a major recession; these include the Post-WWI Recession in 1920, the Great Depression in 1929, the Recession of 1937-38, the 1973-75 Recession, and the Great Recession in 2008.

Germany Stock Market Expectation: TecDax: Decrease data was reported at 12.800 % in Mar 2021. This records an increase from the previous number of 12.300 % for Feb 2021. Germany Stock Market Expectation: TecDax: Decrease data is updated monthly, averaging 15.250 % from Apr 2000 (Median) to Mar 2021, with 252 observations. The data reached an all-time high of 36.300 % in Jan 2008 and a record low of 4.000 % in Jun 2016. Germany Stock Market Expectation: TecDax: Decrease data remains active status in CEIC and is reported by Leibniz Centre for European Economic Research. The data is categorized under Global Database’s Germany – Table DE.S001: Indicator of Economic Sentiment: ZEW.

Colombia's main stock market index, the COLCAP, fell to 1728 points on July 22, 2025, losing 0.86% from the previous session. Over the past month, the index has climbed 3.34% and is up 26.82% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from Colombia. Colombia Stock Market (IGBC) - values, historical data, forecasts and news - updated on July of 2025.

Greece's main stock market index, the Athens General, rose to 1971 points on July 24, 2025, gaining 0.19% from the previous session. Over the past month, the index has climbed 5.32% and is up 34.64% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from Greece. Greece Stock Market (ASE) - values, historical data, forecasts and news - updated on July of 2025.

Montenegro: Stock market turnover ratio: The latest value from 2012 is 1.15 percent, a decline from 2.18 percent in 2011. In comparison, the world average is 42.71 percent, based on data from 56 countries. Historically, the average for Montenegro from 2008 to 2012 is 1.78 percent. The minimum value, 1.15 percent, was reached in 2012 while the maximum of 2.4 percent was recorded in 2008.

Text A, Interpreting increasing variability but lack of critical slowing down prior to crashes. Text B, Volatility. Fig A, No early warning signals for stochastic transitions driven by large but constant strength of stochasticity. Fig B, No early warning signals for stochastic transitions in agent based models driven by large but constant strength of stochasticity. Fig C, Sensitivity analysis for early warning signals of crashes in DJI. Fig D, Sensitivity of p-values for all three indicators for all crashes in DJI. Fig E, Early warning signals of major financial crashes of S&P 500 for three major crashes of 1987, 2000 and 2008. Fig F, Sensitivity analysis for all three indicators for all crashes in S&P 500. Fig G, Recent trends of EWS for S&P 500. Fig H, Early warning signals of major financial crashes of NASDAQ for three major crashes of 1987, 2000 and 2008. Fig I, Sensitivity analysis for the results of NASDAQ. Fig J, Recent trends of EWS for NASDAQ. Fig K, Onset of strong trends of indicators roughly coincide across three stock markets. Fig L, Early warning signals of financial crashes of German and UK stock indices in 2000 and 2008. Fig M, Recent trends of German (DAX) and UK (FTSE) stock market indices. Fig N, Results of volatility. Fig O, Early warning signals of financial crashes for individual firms of DJI in 2008 and Cross-correlations. (PDF)

Graph and download economic data for CBOE Volatility Index: VIX (VIXCLS) from 1990-01-02 to 2025-07-21 about VIX, volatility, stock market, and USA.

United Kingdom UK: Market Capitalization: Listed Domestic Companies data was reported at 1,868.153 USD bn in 2008. This records a decrease from the previous number of 3,846.462 USD bn for 2007. United Kingdom UK: Market Capitalization: Listed Domestic Companies data is updated yearly, averaging 972.400 USD bn from Dec 1975 (Median) to 2008, with 34 observations. The data reached an all-time high of 3,846.462 USD bn in 2007 and a record low of 30.096 USD bn in 1979. United Kingdom UK: Market Capitalization: Listed Domestic Companies data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s United Kingdom – Table UK.World Bank.WDI: Financial Sector. Market capitalization (also known as market value) is the share price times the number of shares outstanding (including their several classes) for listed domestic companies. Investment funds, unit trusts, and companies whose only business goal is to hold shares of other listed companies are excluded. Data are end of year values converted to U.S. dollars using corresponding year-end foreign exchange rates.; ; World Federation of Exchanges database.; Sum; Stock market data were previously sourced from Standard & Poor's until they discontinued their 'Global Stock Markets Factbook' and database in April 2013. Time series have been replaced in December 2015 with data from the World Federation of Exchanges and may differ from the previous S&P definitions and methodology.

Germany Stock Market Expectation: USA: Number Change data was reported at 31.400 % in Apr 2025. This records a decrease from the previous number of 36.600 % for Mar 2025. Germany Stock Market Expectation: USA: Number Change data is updated monthly, averaging 35.100 % from Dec 1991 (Median) to Apr 2025, with 401 observations. The data reached an all-time high of 55.400 % in Oct 1994 and a record low of 16.900 % in Oct 2008. Germany Stock Market Expectation: USA: Number Change data remains active status in CEIC and is reported by Leibniz Centre for European Economic Research. The data is categorized under Global Database’s Germany – Table DE.S001: Indicator of Economic Sentiment: ZEW.

We examine the effect of the 2008 economic recession on consumers’ observed expenditures for eco-labelled grocery products. Traditional price theory predicts that consumers change their spending during an economic downturn and we would expect the sales share of eco-labelled products to fall since these are relatively more expensive than non-labelled products. We use supermarket loyalty card data from the UK and show that the recession had widely different effects on the expenditure share of different eco-labelled grocery products. We confirm, empirically, that expenditure shares on organic products declined over the time period under study but the expenditures share for fair-trade products increased over the same period. We evaluate alternative models of decision making to explain our results, viz., a salience model and a model of reputation signalling. We find that both of these models give a plausible explanation of our empirical results.

The latest closing stock price for Microsoft as of June 18, 2025 is 480.24. An investor who bought $1,000 worth of Microsoft stock at the IPO in 1986 would have $8,056,718 today, roughly 8,057 times their original investment - a 25.94% compound annual growth rate over 39 years. The all-time high Microsoft stock closing price was 480.24 on June 18, 2025. The Microsoft 52-week high stock price is 481.00, which is 0.2% above the current share price. The Microsoft 52-week low stock price is 344.79, which is 28.2% below the current share price. The average Microsoft stock price for the last 52 weeks is 422.77. For more information on how our historical price data is adjusted see the Stock Price Adjustment Guide.

India's main stock market index, the SENSEX, rose to 82727 points on July 23, 2025, gaining 0.66% from the previous session. Over the past month, the index has climbed 0.82% and is up 3.22% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from India. BSE SENSEX Stock Market Index - values, historical data, forecasts and news - updated on July of 2025.