Price, Volume, and Return Time Series Arrays

Price, Volume, and Return Time Series Arrays are a set of time series that makes up the core of CRSP stock data. This includes three price time series, total returns, and trading volumes. All these time series in a stock file use the same calendar(s).

Price, Volume, and Return Time Series

Ask or High Price

Bid or Low Price

Holding Period Total Return

Price or Bid/Ask Average

Volume Traded