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Announcing CRSP10!
CRSP10 is a variation of the research-quality stock database that contains 10 years of monthly history for active and inactive securities. The full dataset, delivered in in a single Excel workbook, contains the time series and event history data for which CRSP is known.
CRSP10 is intended for use in classrooms or workshops to facilitate teaching core concepts, to demonstrate the impact of complex corporate actions, or to expose students and new users to high quality research data with a familiar tool. Read more >>
2019 Big Picture Chart
CRSP partners with Investments Illustrated, the leading financial illustration firm, to present a series of charts on long-run risk and return performance.
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.
The Democratization of Investment Research: Implications for Retail Investor Profitability and Firm Liquidity
Investment research is increasingly produced outside of Wall Street. The ability of retail order imbalances to predict future returns is twice as large on days SA research is published, and the relation is stronger for articles that generate more comments or are written by skilled contributors.