Discovering Millions of Datasets on the Web
If anyone is looking for cleaned and linked finance datasets, and works at a university. You should double check if you get access to
Wharton Research Data Services  <a href="https://wrds-www.wharton.upenn.edu/" rel="nofollow">https://wrds-www.wharton.upenn.edu/</a>, it could save you alot of time.