Website Accessiblity

CRSP

Tepper subscribes to

  • Daily Stocks
  • Indices NYSE, AMEX, NASDAQ & S&P
  • Monthly Bonds and Stocks

Descriptions of these data appear below. Main access is through WRDS and is limited to Tepper faculty and PhD students. Faculty may request limited-term course accounts, thereby allowing for Masters and Undergrad access. Tepper is also licensed to access CRSP directly (via CDROM). Interested users should contact the Tepper Computing Group ((412) 268-5881, Tepperhd@andrew.cmu.edu)).

Tepper's access is for a subset of the universe of CRSP data. For explicit details, log-in to WRDS and go here.

Note: The following data descriptions have been taken, verbatim, from http://wrds.wharton.upenn.edu/ds/crsp/index.shtml

 


The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolios, treasury bond and risk-free rates, and mutual fund databases.

CRSP also provides CRSP/COMPUSTAT Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data.

CRSP is a research center at the University of Chicago Graduate School of Business, and maintains historical data spanning from December 1925 to the present. CRSP's trademark of unique issue identifiers tracks a continuous history of securities, providing a seamless time-series examination of the issue's history. CRSP's unparalleled accuracy and dedication to excellence has made CRSP data a staple of academic and commercial research and data analysis throughout the world.

CRSP was founded in 1960 by James H. Lorie and Lawrence Fisher, Professors at the University of Chicago Graduate School of Business to advance research in operations of security markets. To this end, CRSP is the first organization to have compiled accurate and computerized information, and to have made the data available to academic and commercial markets. Since that time, CRSP has continued to develop and to compile comprehensive securities products for your use.

The CRSP US Government Bond File is available in two frequencies: daily and monthly. The daily product contains data for about 3,100 marketable US Government securities traded in the secondary market and during the issued trading period from June 14, 1961 to the present. The monthly product contains data for approximately 5,000 bonds, notes, and bills since 1925. Additional CRSP files contain information on stock summaries (indices), treasury bills, maturity portfolios, fama-bliss discount bonds, Risk Free rates, cap based portfolios, S&P 500, and bonds, bills, and inflation.

The CRSP data files are proprietary, the data copyrighted and usage restricted to personal or academic use in accordance with permissions as identified at www.crsp.com.

For more information regarding CRSP products, visit the CRSP home page.

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