Here we present a sample of sources with convex radio spectra peaking at frequencies above a few GHz. We call these radio sources High Frequency Peakers (HFPs). This sample extends to higher turnover frequencies than the samples of Compact Steep Spectrum (CSS) and GHz Peaked Spectrum (GPS) radio sources. HFPs are rare due to the strong bias against them caused by their turnover occurring at frequencies about one order of magnitude higher than in CSS-GPS samples. he sample has been selected by a comparison between the Green Bank survey (87GB) at 4.9 GHz and the NRAO VLA Sky Survey (NVSS) at 1.4 GHz. Then the candidates have been observed with the VLA at 1.365, 1.665, 4.535, 4.985, 8.085, 8.485, 14.96 and 22.46 GHz in order to derive a simultaneous radio spectrum, and remove variable sources from the sample. The final list of genuine HFP sources consists of 55 objects with flux density exceeding 300 mJy at 4.9 GHz at the time of the 87GB observation. Optical identifications are available for 29 of them; 24 are high redshift quasars, 3 are galaxies (one of them has indeed broad lines in the optical spectrum) and 2 are BL Lac objects. The remaining sources are mostly empty fields (17) on the digitised POSS or have uncertain classification (9).