New from CRSP - NOVEMBER 2009
MARK YOUR CALENDARS!
forum 2010: November 4-5, 2010
You will want to mark your calendar for November 4 and 5, 2010.
Please join us in Chicago at the Gleacher Center for CRSP Forum 2010. This biennial gathering of thought leaders from the academic, commercial and government sectors will bring together unique research, opinions and perspectives on finance and the economy. The 50th Anniversary of the founding of the Center for Research in Security Prices will also coincide with next year’s Forum. To mark this special occasion, our line-up of keynote and panel presentations will be a highly distinguished group who will reflect on the CRSP Forum 2010 theme: Modern Finance: Past, Present and Future.
Registration details will be posted later this month so please check back. Our call for papers and participants is available here.
CRSPSift 3.1 Shipping Soon
A new version of CRSPSift will soon be available. We are excited to introduce a new module, TrsQuery, which supports access to the CRSP Daily and Monthly US Treasuries data.
Each issue and index has its own unique identifier, TREASNO for issues, and TREASNOX for indices. Data items are organized in logical groups and can be accessed individually or as part of their group. Reference data options are available, providing a quick lookup tool for assistance in interpreting and understanding the data.
A sample database will be included with CRSPSift 3.1 for those interested in reviewing TrsQuery.
For more information, contact Subscriptions at 312.263.6400, option 1.
Mutual Funds shipment
The Mutual Fund Database shipped at the end of October with data through the end of September. This completed CRSP’s transition to reduce the quarterly delivery lag to one month. December year-end data will be shipped at the end of January 2010.
University Opening New Center in China
The University of Chicago’s global engagement and scholarship will take an important stride forward in fall 2010 when it opens a new center in China, President Robert J. Zimmer said. The university is working on securing space in Beijing.
Based on faculty recommendations, the center in China will be an intellectual destination, a place where Chicago students study with Chicago faculty, as well as a home for collaborative scholarship across the disciplines. The center will represent all the University’s divisions and schools and the College.
For Chicago Booth, the new center is a valuable and complementary resource to the campus in Singapore. Over time, this center is likely to offer a wide range of programs and activities. These may include conferences and seminars, non-degree educational programs, alumni events, study abroad opportunities and facilities for faculty and graduate student research.
Chicago Booth rankings
Chicago Booth’s EMBA program rose to #2 in the latest Businessweek ranking released November 5. In the previous ranking, the program was ranked #3.
Financial Times published its ninth annual ranking of the world’s best executive MBA programs, and The Economist published its annual ranking of the world's best full-time MBA programs. Chicago Booth was ranked 4th in both.
Among the top 10 schools in the Financial Times, Chicago Booth ranked second in salary increase, which compares the salary of alumni before they started the EMBA with their salary today. The Economist ranked Chicago Booth number one in opening new career opportunities for its graduates and in student assessment of career services.
in the press - economic expertise from crsp
CRSP Mutual Fund Data underpins new research
FA Magazine: Has Active or Passive Outperformed? It Depends
Read More >>
S&P: Spiva Results Show Divergent Fortunes of Equity and Bond Funds
Read More >>
These recently released and highly regarded publications both cite CRSP data.
- How the Mighty Fall: And Why Some Companies Never Give In, by Jim Collins
- Measuring the forces of long-term change: The 2009 Shift Index, by Deloitte Center for the Edge
The Birth of the Quants: When theory met markets, the results were gold.
People in the investment business wanted answers. During the 1970s, young scholars with quantitative training were accorded spectacular power and influence by pension chiefs and other money managers in search of guidance. Among the most influential were two Chicagoans, Rex Sinquefield and Roger Ibbotson, who seemed to find an answer to the biggest question of all - where stock prices were headed. Read more >>
FINANCIAL TIMES: Booth School of Business Dean Ted Snyder and CRSP Board Chairman and Professor Eugene Fama are featured in the article "Efficient Market Theory is Not to Blame."
Read more >>
Larry Swedroe from the Wise Investing Column on MarketWatch cites CRSP in a correlation study of US equities with international equities. Read more >>
The RoyceFunds Commentary cites CRSP in reviewing small-cap performance over the long run. Read more >>
Financial Planner Scott O’Brien cites CRSP data in his piece on asset allocation in the Chiropractic News. Read more >>
CRSP Board Members in the press
John Cochrane Testifies Before the House Financial Services Committee
Read CRSP Board Member and Professor John Cohrane's testimony before the House Financial Services Committee, United States House of Representatives in “Experts‘ Perspectives on Systemic Risk and Resolution Issues, " September 24, 2009. Read more >>
NEW YORK POST: CRSP Board Member and Professor John Cohrane wrote the article Paul Krugman makes no cents: How the economic guru of the Left went off the rails. Read more >>
WALL STREET JOURNAL: CRSP Board Member and Professor Steven Kaplan was quoted in a front page article headlined “Option Grants Draw Scrutiny: Executives Receive Unusual Awards During Negotiations in Spate of Large Mergers.” Read more >>
WALL STREET JOURNAL: What to Do About Pre-existing Conditions: Most Americans worry about health coverage if they lose their job and get sick. There is a market solution. Written by CRSP Board Member and Professor John Cohrane. Read more >>
| November 17 | Monthly US Stock and Indices Database Ship Date |
| November 30 | Monthly CRSP/Compustat Merged Database Ship Date |
| Monthly CRSP/Ziman Real Estate Data Series Ship Date | |
| December 16 | Monthly US Stock and Indices Database Ship Date |
| December 29 | Monthly CRSP/Compustat Merged Database Ship Date |
| December 31 | Monthly CRSP/Ziman Real Estate Data Series Ship Date |