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Financial Data Databases

About

CRSP  is the Center for Research in Security Prices, including security price, return and volume data for the NYSE, AMEX and Nasdaq stock markets. It contains CRSP daily and monthly stocks, CRSP 1925 US indices and CRSP/COMPUSTAT merged. All of these datasets are quarterly updated.

The Center for Research in Security Prices, LLC (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-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.

 

Access method: Access is provided through the WRDS platform.

Concept Indices and Factors;        Mutual Fund/ Hedge Fund/ ETF Returns;       Ownership;      Stock Prices

Region North America

 

Available content via WRDS :

  • CRSP/Compustat Merged (Annual) (data updated annually)
  • CRSP Stock (Annual) ( data updated annually)
  • CRSP Index History Intraday (Quarterly)  (data updated quarterly) 
  • CRSP Mutual Funds (Quarterly)  ( data updated quarterly)

Documentation and manuals

Several good manuals are available in the Support section of the WRDS platform.  Please login to WRDS platform to view the CRSP Manuals and Overviews