CRSP/Compustat Merged Database Guide

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

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CRSP in Action

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.

Expectations in the Cross Section: Stock Price Reactions to the Information and Bias in Analyst-Expected Returns

Booth School of Business, University of Chicago

Evidence shows that the market does not efficiently incorporate expected returns implied by analyst price targets into prices.

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30 Dec

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CRSP/Compustat Merged Database Guide

The Democratization of Investment Research: Implications for Retail Investor Profitability and Firm Liquidity

Expectations in the Cross Section: Stock Price Reactions to the Information and Bias in Analyst-Expected Returns

Monthly CRSP/Compustat Merged Database Release