2018 Big Picture Chart Released

CRSP partners with Investments Illustrated, the leading financial illustration firm, to present a series of charts on long-run risk and return performance. They are presented here in an interactive format.

The 1926 starting point for historical data is a result of the initial study by Chicago Booth Professors Jim Lorie and Larry Fisher  found in their seminal research paper Rates of Return on Investments in Common Stock. More information about the development of CRSP can found here.

To learn more about their digital and print-based financial illustration services, please contact Investments Illustrated.  

Release Notes Most Viewed Guides CRSP in Action

Includes data definitions, calculations, methodologies, and more.

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

Includes installation, data access, and tool usage

Includes file formats, data definitions and calculations. 

Latest Chicago Booth Review Features CRSP Board Members

Chicago Booth Review

The Chicago Booth Review recently spoke with CRSP Board member Douglas Diamond regarding lessons learned from the 2007-10 financial crisis and whether or not the ensuing regulation has made our economy less vulnerable to another crisis. In the “Footnotes” section of the magazine, CRSP Board Chairman Eugene Fama weighs in on market efficiency, active management, and corporate governance among other topics, and explains why investors shouldn’t buy hedge funds.

The Art (and Science) of Index Construction

Vanguard Blog for Institutional Investors

CRSP COO Dave Barclay weighs in on what makes a great index index on the Vanguard Blog for Institutional Investors.

Announcements

Bats Exchange added to CRSP Research Databases

Published 07/03/2018

As of July 2018, the Bats Exchange data has been added to CRSP’s Stock and Index research databases. The CRSP US Stock databases are accessed through Sift and Command line tools as well as in the SAS and ASCII file versions of the stock product. The addition of this exchange adds 301 new PERMNOs to the CRSP universe, primarily ETFs, and opens the door for any future new securities listed on Bats.  

Due to Bats primary listing, history for the securities added begins January 24, 2012.

Upcoming Conference Schedule

CRSP will be attending and exhibiting at the following conferences. Please come by our booth and say hello!