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 Serv

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 https://wrds-www.wharton.upenn.edu/ https://wrds-www.wharton.upenn.edu/, it could save you alot of time.