Release Notes Most Viewed Guides CRSP in Action

Includes data definitions, calculations, methodologies, and more.

Includes data definitions, link information, access functions, and cross reference information

Includes installation, data access, and tool usage

Includes file formats, data definitions and calculations. 

The Impact of Recency Effects on Stock Market Prices

Finance Center Münster, University of Münster

Experimental evidence shows that recent observations have a stronger impact on the formation of beliefs than observations from the more distant past.

Bitcoin: Predictability and Profitability via Technical Analysis

Bitcoin returns, while unpredictable by macroeconomic variables, are predictable by 1- to 20-week moving averages (MAs) of daily prices, both in- and out-of-sample.

Announcements

Methodology Guide Updated January 2019

The January  2019 refresh of the Methodology Guide is now available. 

 

Upcoming Conference Schedule

CRSP will be attending and exhibiting at the following conferences. Please come by our booth and say hello!