CRSP Indexes Rank in ETFGI Update

According to ETFGI's July 2017 US Report, CRSP ranks fifth among index providers, with over $225 billion of ETF assets linked to the CRSP US Equity Index benchmarks. See the list of the top 20 index providers below. You can also view the types of funds tracking CRSP indexes here

CRSP welcomes new scholarly researchers and teachers

The following twelve institutions have recently joined the nearly 500 subscribers in 36 countries that rely on CRSP historical data.

China Wuhan University
China SUN YAT-SEN UNIVERSITY
Germany European Central Bank
Luxembourg University of Luxembourg
Russia Russian Presidential Academy of National Economy and Public Administration
Spain Barcelona Graduate School of Economics
US - California University of the Pacific
US - California California State University, Los Angeles
US - Connecticut Southern Connecticut State University
US - Massachusetts University of Massachusetts Dartmouth
US - Michigan Michigan Technological University
US - Pennsylvania Duquesne University

To learn more about CRSP data subscriptions, please visit our research products or contact us

Release Notes Most Viewed Guides CRSP in Action

CRSP US Treasury Database

CRSP US Stock Databases

CRSP/Ziman Real Estate Database

CRSP Survivor-Bias-Free US Mutual Funds

Includes data definitions, calculations, methodologies, and more.

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

Access tools and programming libraries for the CRSP US Stock & US Index Databases and CRSP/Compustat Merged databases.

Includes installation, data access, and tool usage

Stockpicking Is Dying Because There Are No More Stocks to Pick

Wall Street Journal

In less than two decades, more than half of all publicly traded companies have disappeared. (Note: requires subscription)

Vanguard Insights for Financial Advisors

ETF Perspectives

In the world of index providers, the Center for Research in Security Prices (CRSP), located in The University of Chicago Booth School of Business, is no longer a hidden gem.

Digging Deeper When Measuring Diversification

Morningstar

An index fund that follows a well-constructed benchmark and levies a low fee is usually a winning proposition. Market-cap-weighted indexes are particularly attractive, given that they outsource the work of price discovery to active market participants and tend to have low turnover.

Announcements

Transitional Reconstitution for CRSP Equity Indexes

CRSP has implemented a transitional reconstitution process for its 33 equity indexes, which will commence with the September 2017 reconstitution. This new methodology represents a departure from the more standard practice of making all changes to an index in a single day and better aligns CRSP Equity Indexes with the investment community’s best practices.

Second Quarter CRSP Indexes Fact Sheets

The most recent fact sheets for the CRSP Indexes are now available. Our capitalization-based, industry sector, and style indexes utilize leading edge methodology in order to capture true market depth and evolution. As of June 30, 2017, more than $1 trillion were linked to these indexes.