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Center for Research in Security Prices (CRSP) Database

The Financial Database had subscribed to the NY/AM/NA Daily ad Monthly History and US Government Monthly Bond. A brief description of the databases are as follows:

CRSP US Stock Databases

CRSP US Stock Databases cover common stock issues listed on the New York Stock Exchange, the American Stock Exchange and the Nasdaq Stock Market. The files provide complete historical descriptive information and market data including comprehensive distribution information, high, low and closing prices, trading volumes, shares outstanding, and total returns. CRSP links all former and current stock identifiers to a unique permanent CRSP identifier allowing uninterrupted time-series analysis. CRSP stock data is reported on end-of-day and month-end frequencies.

The NYSE - monthly data begins December 1925, daily July 1962. AMEX - both monthly and daily data begin July 1962. Nasdaq - both monthly and daily data begins December, 14 1972.

For details on CRSP US Stock Databases, please refer to:
http://www.crsp.com/products/stocks.htm

 

CRSP US Treasuries

CRSP provides complete historical descriptive information and market data including prices, returns, accrued interest, yields and durations for US Treasury bills, notes and bonds. The FDB only subscribed to the monthly data. The data is updated annually. The monthly product contains data for approximately 5,000 bonds, notes, and bills since 1925.

For details on CRSP Monthly Treasury Database, please refer to:
http://www.crsp.com/products/treasuries.htm

 

CRSP US Indices

A companion database, the CRSP US Indices Database and Security Portfolio Assignment Module provides market indices. The module provides additional market and security-level portfolio statistics and decile assignment data. Four types of indices provide the following information:

  • CRSP Stock File Indices
  • CRSP Cap-Based Portfolios
  • CRSP Indices for the S&P 500 Universe
  • CRSP US Treasury and Inflation Series

For details on CRSP Monthly Treasury Database, please refer to:
http://www.crsp.com/products/indices.htm

 

CRSP Mutual Funds

CRSP provides monthly return, asset, and nav data for open-ended mutual funds of all investment objectives, principally equity funds, taxable and municipal bond funds, international funds, and money market funds.

For details on CRSP Monthly Treasury Database, please refer to:
http://www.crsp.com/products/mutual_funds.htm


How does one access the data?

You can request for a WRDS account to access the data on the internet.