Announcing CRSP10!

CRSP10 is a variation of the research-quality stock database that contains 10 years of monthly history for active and inactive securities.  The full dataset, delivered in a single Excel workbook, contains the time series and event history data for which CRSP is known.

CRSP10 is intended for use in classrooms or workshops to facilitate teaching core concepts, to demonstrate the impact of complex corporate actions, or to expose students and new users to high quality research data with a familiar tool.  Read more >>


2019 Big Picture Chart

CRSP partners with Investments Illustrated, the leading financial illustration firm, to present a series of charts on long-run risk and return performance. 

The 1926 starting point for historical data is a result of the initial study by Chicago Booth Professors Jim Lorie and Larry Fisher found in their seminal research paper Rates of Return on Investments in Common Stock. More information about the development of CRSP can found here.  

Release Notes Most Viewed Guides CRSP in Action

Includes data definitions, calculations, methodologies, and more.

Includes data definitions, link information, access functions, and cross reference information

Includes installation, data access, and tool usage

Includes file formats, data definitions and calculations. 

Immigration and the Stock Market: How Immigration Policy Affects the Stock Prices of Firms that Employ Low-Skilled Workers

The Center for Growth and Opportunity at Utah State University

This study examines the stock prices of firms most likely to be affected by immigration immediately surrounding the signing of the Immigration Act of 1990 and the implementation of the 1999 Temporary Protected Status. 

The Democratization of Investment Research: Implications for Retail Investor Profitability and Firm Liquidity

Investment research is increasingly produced outside of Wall Street. The ability of retail order imbalances to predict future returns is twice as large on days SA research is published, and the relation is stronger for articles that generate more comments or are written by skilled contributors.

Vanguard Is Now Using Blockchain Technology To Help Manage $1.3 Trillion In Index Funds

Forbes

Vanguard, the 44-year-old mutual giant famous for popularizing index investing, has completed one of the most noteworthy implementations of blockchain technology for a financial institution to date.

Announcements

Methodology Guide Updated January 2019

The January  2019 refresh of the Methodology Guide is now available. 

 

Upcoming Conference Schedule

CRSP will be attending and exhibiting at the following conferences. Please come by our booth and say hello!