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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. 

Vanguard Is Now Using Blockchain Technology To Help Manage $1.3 Trillion In Index Funds

Forbes

Vanguard, the 44-year-old mutual giant famous for popularizing index investing, has completed one of the most noteworthy implementations of blockchain technology for a financial institution to date.

Liquidity Risk After 20 Years

Chicago Booth Research Paper No. 19-13

The Critical Finance Review commissioned Li, Novy-Marx, and Velikov (2017) and Pontiff and Singla (2019) to replicate the results in Pastor and Stambaugh (2003). Both studies successfully replicate our market-wide liquidity measure and find similar estimates of the liquidity risk premium.

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!