Interrupted Timeline (Divided in multiple lists)

[Mfk3]

I need to do regressions on 20 years (from 1990-2010) of stock data from all the companies on the NYSE.
Because not every company is listed on the NYSE for the complete 20 years I had to create 20 different lists in Microsoft Excel. Each list contains around 4000 companies and shows the stock prices every end of the month for that year.

So what would be the best way to import these lists? So I can make a regression on the whole sample and not only make regressions on 1 year every time. (Note that a lot of companies appear on multiple lists.)

Thank you for your help!

[EViews Gareth]

Not quite sure I understand the current nature of the data.