CRSP (via WRDS)

CRSP - Center for Research in Security Prices data available through the WRDS platform. Access is provided to the following datasets:

• CRSP 1925 US Stock Database (Monthly)
  • monthly market data and corporate actions for over 32,000 active and inactive U.S. securities
  • data covering NYSE, NYSE American, NYSE Arca, NASDAQ, S&P 500 Composite, and Cboe BZX securities
  • key data items include: price and quote data ( open, close, bid/low, ask/high, trade-only), holding period returns with and without dividends, excess returns and , other derived data items, market capitalization, shares outstanding, trading volume, security delisting information, corporate actions, identifiers, descriptors, and supplemental data items
• CRSP 1925 US Indexes Database (Monthly)
  • comprehensive collection of research-grade indexes that benchmark U.S. equity and U.S. Treasury performance, including nominal and inflation-adjusted returns
  • it includes cap-weighted and equal-weighted indexes, decile portfolios, S&P/NASDAQ composites, Treasury-maturity series, and CPI-linked indexes
  • key data items include: equal- and value-weighted index returns, with and without distributions, levels, and counts, S&P Composite Index level and price-only returns, NASDAQ Composite Index level and returns, risk-based indexes and decile portfolio equal-weighted returns, levels, and counts
• CRSP/COMPUSTAT Merged Database (Monthly)
  • the database provides the historical matching of CRSP market and corporate action data with Compustat fundamental data
• CRSP Survivor-Bias-Free US Mutual Funds Database (Quarterly)
  • mutual fund dataset that tracks both active and delisted funds
  • complete historical information on over 64,000 open-end funds, more than 31,000 of which were delisted. Included are: Equity funds, Taxable and municipal bond funds, International funds, Money market funds, Variable annuity underlying funds, ETFs and ETNs
  • data begin at varying times between 1962 and 2008 depending on availability

Access requires prior registration on the page https://wrds-www.wharton.upenn.edu/register/luissu/ and is subject to approval by library staff (according to support hours).

Available functionalities vary depending on the type of account requested.