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The Art (and Science) of Index Construction

Vanguard Blog for Institutional Investors

CRSP COO Dave Barclay weighs in on what makes a great index index on the Vanguard Blog for Institutional Investors.

The Best Investment Since 1926? Apple

The New York Times

Only 4 percent of all publicly traded stocks account for all of the net wealth earned by investors in the stock market since 1926.

Why the Dow Isn't the Stock Market

The New York Times

For the purpose of measuring the entire United States market, including small stocks, many academics and professional investors prefer another market-weighted index: the CRSP U.S.

Is it Time to Return to Active Stock-Picking?

Barron's

The market is facing other pressures, too. As stock-picking has declined in recent years, so has the number of stocks.

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Insights

Keeping Tesla Shares May Not Be an Option for Some Big Funds

U.S. News

Elon Musk wants to take Tesla Inc private, but some of his big investors may not be able to follow. Most passive funds would have to drop Tesla if it were removed from stock indexes, experts said on Monday.

Latest Chicago Booth Review Features CRSP Board Members

Chicago Booth Review

The Chicago Booth Review recently spoke with CRSP Board member Douglas Diamond regarding lessons learned from the 2007-10 financial crisis and whether or not the ensuing regulation has made our economy less vulnerable to another crisis. In the “Footnotes” section of the magazine, CRSP Board Chairman Eugene Fama weighs in on market efficiency, active management, and corporate governance among other topics, and explains why investors shouldn’t buy hedge funds.

Gender in the Global Research Landscape

For this report, Elsevier drew on its expertise in mining the Scopus abstract and citation database of peer-reviewed literature to comprehensively evaluate two gender-based aspects of the global research enterprise: (1) the landscape of global researchers—their publication productivity, imp

The Investment Company Fact Book 57th Edition

This ICI publication continues to provide the public and policymakers with a comprehensive summary of ICI’s data and analysis.

Think Global to Avoid Shrinking U.S. Stock Market

Bloomberg View

Research from Dimson, Marsh and Staunton in their Global Investment Returns Yearbook 2017 show just how dominant the U.S.

News

Seeds for new financial crisis 'being planted', warns economist Douglas Diamond

One of the world's top financial economists said his current research made him concerned that credit was once again being granted too liberally, just as it was before the 2008 meltdown.

Why Small-Cap Equity Is The Next Dinosaur

In 1996, more than 8,000 companies were listed on U.S. stock exchanges. Today, that figure is less than half, according to the Center fro Research in Security Prices at the University of Chicago's Booth School of Business.

Where Have All the Public Companies Gone?

Some businesses are staying private. Others are getting bigger. That's not necessarily a problem. 

In ETF world, it’s a case of what’s old is new again

After years of being overlooked, market-cap-weighted index funds are once again the bright, shiny objects of the exchange-traded fund world.

Financial Market Data Spending Hits $27b in 2016, Driven by Americas, Asia

According to a report published by Burton-Taylor International Consulting, part of TP ICAP group, 2016 saw an increase of 3.45 percent in global spending of financial information, ultimately reaching a figure of $27.48 billion during the year. 

90 Years of Asset Returns in 30 Seconds

Since 1960, CRSP has curated the research-quality market data included in the US Stock Database, which begins in December 1925. With the help of our partners at Investments Illustrated, the nine decades of prices and returns are compressed into this unique graphical presentation.