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Tickers reflect exchange-listed identifiers for Russell 3000 companies in the early-to-mid 2000s; symbols may change over time due to corporate actions. |\n| year | Calendar year of the observation (2002\u20132007). |\n\nDataset Context:\nThis panel links two administrative sources for U.S. publicly traded firms in the Russell 3000 around the mid-2000s. One source is the SEC\u2019s Regulation SHO pilot, adopted in 2004 to study market effects of relaxing short-sale price tests. The pilot began on May 2, 2005, and concluded on August 6, 2007. To populate the pilot roster, the SEC sorted securities by exchange, ranked them using prior-year average daily dollar volume, and selected every third stock for full exemption from short-sale price tests. 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