CRSP US Stock and Index Databases Data Descriptions Guide

Includes data definitions, calculations, methodologies, and more.

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CRSP in Action

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.

Hot Stocks Can Make You Rich. But They Probably Won’t.

The New York Times

Using a database developed at the University of Chicago, known as CRSP, for the Center for Research in Security Prices, Professor Bessembinder surveyed virtually every stock listed on the broad American market from July 1926 through December 2015.

Delivery Calendar

18 Sep

Monthly US Stock and Indexes Database Release

16 Oct

Monthly US Stock and Indexes Database Release

31 Oct

Quarterly CRSP US Stock and Indexes Database Release

18 Nov

Monthly US Stock and Indexes Database Release

17 Dec