New from CRSP -
july 2008
Welcome to the CRSP
forum 2008 Website!
(click here) >>
It's time to start planning, so take a look around the site and register today! Visit periodically for the most recent information as the site will be updated frequently.
forum 2008 keynote speakers
John Cochrane will be kicking off the CRSP Forum 2008 on Monday morning, November 3. His keynote speech is titled "The Second Revolution in Finance." Professor Cochrane is the Myron S. Scholes Professor of Finance at the University of Chicago Graduate School of Business.
Jonathan Sokobin will be the keynote speaker on Tuesday morning, November 4. Recently Dr. Sokobin was named the Securities and Exchange Commission's Director of Risk Assessment, responsible for helping SEC Divisions and Offices develop new ways to anticipate emerging issues and address potential problems in the securities markets.
Forum Panel Sessions
Two panel sessions have been added to the Forum schedule. The first will focus on indices, the second will be a discussion on the economy.
crsp in the news
Recent volatile markets have generated interest in financial historical information and market comparisons. CRSP serves as a key resource to the media for this data.
Shares of GM drop to lowest level in 30 years
...The last time the Detroit-based automaker’s shares dropped below the $12 mark was on Jan. 2, 1975 when it fell to $11.68, according to the University of Chicago’s Center for Research in Security Prices. Read the complete story here. >>
ccm annual shipment
July 3 is the scheduled shipping date of the annual cut of the CRSP/Compustat database. The database is in the familiar CST format and works with existing software and tools. Refer to the Release Notes (click here) for detailed information about this and what to look for in the next several months. Cumulative data edits for the past 12 months are available (click here).
CRSPSift 2.0
CRSP is pleased to release CRSPSift Professional Version 2.0. We began shipping CRSPSift Version 2.0 for Windows to subscribers in June. This version provides users new and eagerly awaited functionality, including new data output options:
- Excel
- SAS
- Matlab
Other new features include batching groups of queries and scheduling batches, organized Data Items Screen with Search capabilities, and automated environment set-up. An Installation of Sift includes a sample database subset of the CRSP US Stock & Indices and the CRSP/Compustat Merged Databases.
Sift will ship with your next scheduled data delivery or no later than the end of July. For more information, please refer to the Release Notes (click here).
quarterly mutual fund database ships
CRSP recently announced the release of the new CRSP US Survivor-Bias-Free Mutual Fund Database. The latest iteration with data through March 2008 shipped on June 30. Asset Allocation items are now available in the Fund Summary Table. Thomson Reuters Style codes, and a deeper Lipper Style code history populate the Fund Style Table. A second release of this March database will ship by the end of July and will include a completed holdings table.
The Release Notes that accompanied the database and outline complete
details are available here. >>
A revised user manual is available here. >>
crsp Board Members honored
Toby Moskowitz was awarded the Fama Family Professor of Finance chaired professorship. He is the first to hold this chair. The appointment became effective July 1.
Professor Steve Kaplan received the Class of 2008 Phoenix Award, which is awarded annually to the faculty member who, in addition to his or her classroom responsibilities, has greatly enriched the learning experience of students through voluntary involvement in the extracurricular and community activities of the graduating class.
| July 3 | Annual CRSP/Compustat Merged Database Ship Date |
| July 17 | Monthly US Stock and Indices Database Ship Date |
| July 31 | CRSP/Ziman Real Estate Data Series Ship Date |
| Quarterly US Stock and Indices Database Ship Date | |
| August 7 | CRSP/Compustat Merged Database Ship Date |
| August 18 | Monthly US Stock and Indices Database Ship Date |
| August 27-30 | European Finance Association 35th Annual Meeting |
| August 29 | CRSP/Ziman Real Estate Data Series Ship Date |