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CRSP

Ac­cess stock mar­ket data from United States ex­changes all the way back to 1926. Use it for ana­lyses of re­turns, in­vest­ment strategies and his­tor­ic­al mar­ket de­vel­op­ments.

Access CRSP via WRDS

Facts

Coverage
Historical share prices
Index data
Bond data
Mutual funds and REITs
Primarily United States
Period
1926-
Access
Campus + remote access - (registration needed for access)
Provider
CRSP via Whar­ton Re­search Data Ser­vi­ce
Subjects
Finance Investment Economics Market Companies

His­tor­ic­al and cur­rent equity data for fin­an­cial re­search and ana­lys­is

What is CRSP?

CRSP is short for the Center for Research in Security Prices and is one of the most recognised and widely used databases in financial research. It provides access to historical stock market data for companies listed on United States exchanges including NYSE, NASDAQ and AMEX.

What can you find in CRSP?

  • Daily and monthly share prices
  • Return data including total return and dividends
  • Volume and trading information
  • Index data (CRSP indices for the market, small/medium/large companies and more)
  • Delisting information explaining why a company is removed from the exchange
  • Corporate actions such as stock splits, mergers and changes in capital structure

When is CRSP useful?

The data go back to 1926, which makes CRSP ideal for long time series and analyses with significant historical depth. It offers access to monthly equity data and indices.

It is well suited for analysing returns and investment strategies.

You can integrate CRSP with other WRDS databases such as Compustat to analyse the relationship between accounting information and share prices.