CRSP

The Center for Research in Security Prices (Prof. Eugene F. Fama, Chairman) has been an integral part of the academic and commercial world of financial and economic research.   Since its inception in 1960, CRSP has provided an unparalleled foundation as the leading source for the most comprehensive and accurate historical US databases available. CRSP is part of the Booth School of Business of the University of Chicago, which has a history of being a catalyst for innovation and progress, and has been a resource for other academic institutions and corporations alike.

In 1959, Louis Engel, vice president of Merrill Lynch, Pierce, Fenner & Smith, called Professor James H. Lorie (PhD 1947; Professor of Business Administration) with an inquiry which resulted in a grant from Merrill Lynch and the establishment of CRSP.

The inquiry developed into a project which involved compiling, cleaning and codifying the prices, dividends and rates of return of all stocks listed and trading on the NYSE since 1926. It resulted in an academic research grade database that remains invaluable to empirical research due to its breadth, depth, and completeness, and includes CRSP’s unique permanent identifiers, allowing for clean and accurate time-series research and events studies.

CRSP files continue to provide a strong foundation for economic forecasting, stock market research and financial analyses by academic institutions, investment banks, brokerage firms, corporations, banks and government agencies.  CRSP provides the following data files: common stocks on the NYSE, NYSE MKT and NASDAQ; CRSP Indexes; NASDAQ, and S&P 500 composite indexes; NASDAQ and NYSE MKT Industry Indexes; US Treasury bonds; Survivor-Bias-Free Mutual Funds; market capitalization reports; proxy graphs for 10K SEC filings and custom datasets. Additionally, CRSP continues to develop new research resources such as the new CRSP/Ziman Real Estate Data Series.