Announcements

Bats and IEX to Become CRSP Exchanges of Interest

CRSP Index-eligible securities now include US common equities that are listed on the Bats Exchanges and the Investors Exchange. The addition of the two exchanges marks the first time that CRSP has expanded its universe of primary exchanges since the October 2012 launch of its investible indexes. This move was made to insure that our universe of primary exchanges allows us to better reflect the US equity market.

In addition to Bats and IEX, CRSP Equity Index’s exchanges of interest include the NYSE, NYSE American, ARCA, and NASDAQ. Additional information about CRSP’s methodology can be found in the CRSP US Equities Indexes Methodology Guide.

As of September 30, 2017, more than $1 trillion in assets under management are linked to CRSP Indexes. For more information please email CRSP or call 312.263.6400, option 3.

Click here to view the press release.

Third Quarter CRSP Indexes Fact Sheets

The most recent fact sheets for the CRSP Indexes are now available. Our capitalization-based, industry sector, and style indexes utilize leading edge methodology in order to capture true market depth and evolution. As of September 29, 2017, more than $1 trillion were linked to these indexes.

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.

David Booth Interview Series

In this four-part series, David Booth discusses CRSP’s history and the importance of research-quality data with Mark Hebner of IFA.

Part One | Part Two | Part Three | Part Four

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.

New versions of Sift Professional and Enterprise are now available to all CRSP subscribers for downloading and can be found on our MOVEit site, https://crsp.moveitcloud.com in the Utilities_Download folder.
 

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 support@crsp.chicagobooth.edu 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:
Support@crsp.ChicagoBooth.edu
312-263-6400 select # 2