Are Markets Efficient?
The Big Question is Chicago Booth’s monthly video panel discussion series. A new episode features a conversation between two giants of economics: CRSP Board Chairman and Booth Professor Eugene Fama, and Booth Professor Richard Thaler. View the video here.
Douglas Diamond Wins CME Prize
Chicago Booth professor recognized for research in financial crises and liquidity
The Chicago Mercantile Exchange Group-MSRI Prize in Innovative Quantitative Applications has been awarded to CRSP Board Member and Chicago Booth Professor Douglas W. Diamond. The CME Group-MSRI Prize is awarded to an individual or a group, to recognize originality and innovation in the use of mathematical, statistical or computational methods for the study of the behavior of markets, and more broadly of economics. The prize was established in 2006 by the CME Group and the Mathematical Sciences Research Institute (MSRI).
Wharton School-WRDS Best Paper Award in Empirical Finance
The researchers that won the 2015 Wharton School-WRDS Best Paper Award in Empirical Finance used WRDS to access Institutional Brokers’ Estimate System (I/B/E/S), the Center for Research in Security Prices (CRSP), and S&P Capital IQ Compustat. You can purchase the paper here.
Attention CRSPSift Users
In August 2015, Sift version 4.36 expired.
Sift Professional 4.3.13 is supported on Windows 7 and Windows 8 computers. Sift Enterprise supports Servers 2008 R2 and 2012 R2. See details in the Sift Release Notes on our website.
Contact Client Services at firstname.lastname@example.org or 312-263-6400, Option 2 for assistance.
New Australian Hedged Indexes
On July 1, CRSP began to offer four new Australian Hedged Indexes on NASDAQ GIDS:
|Index Ticker||Index Name|
|CRSPTAH1||CRSP US Total Market Index (AUD-hedged)|
|CRSPTAHT||CRSP US Total Market TR Index (AUD-hedged)|
|CRSPTMA1||CRSP US Total Market Index AUD|
|CRSPTMAT||CRSP US Total Market Total Return Index AUD|
Sun Solaris Support Has Ended
In order to ensure that our subscribers continue to have robust and dependable data access, CRSP has retired big-endian databases for use on Solaris platforms following publication of the December 2016 data cut that was made available in January 2017. CRSP databases are available in flat file formats that can be used on all platforms, through our partner distributors such as WRDS and TQA, and for use with CRSP tools on the following CRSP-supported platforms:
- Windows 8.1 & 10 – 32-bit & 64-bit
- Red Hat Linux – 32-bit & 64-bit
Oracle’s Solaris support at CRSP ended in June 2016. CRSP is making efforts to contact our subscribers impacted by this change to ensure a timely transition. Should you have immediate questions, please contact us at:
User Support – CRSP Research Products:
312-263-6400 select # 2