New Calendar Frequency Files Introduced for CRSP Stock Databases

CRSP has created a new set of tables that will accompany all SAS, ASCII, and R Stock database files.  Monthly, Quarterly, and Annual frequency tables are built from aggregated daily time series data to facilitate ease of use for subscribers. 

These aggregate tables include new reference flag to provide insights into prices, returns, delisting data, and volumes. 

New tables are automatically included when downloading the Stock databases from the CRSP MOVEit site. Files will be available with the May 2020 databases released in June 2020.

Details can be found in the CRSP US Stock and Indexes Databases for SAS, ASCII, and R.

For more information, contact