CRSP (Center for Research in Security Prices) is a leading provider of high-quality historical financial data used extensively in academic research, investment analysis, and financial modeling. Founded at the University of Chicago Booth School of Business, CRSP is known for its clean, accurate, and survivor-bias-free datasets.
Điểm nổi bật
- US Stock Databases: Includes daily and monthly market data for over 32,000 active and inactive securities from NYSE, NASDAQ, and other major exchanges.
- Chỉ Số: Offers cap-based, value-growth, and sector indexes, many of which are used by investment firms like Vanguard for benchmarking.
- Treasury & Inflation Data: Comprehensive historical data on U.S. Treasury securities, including prices, yields, and durations.
- Mutual Fund Data: The only complete database covering both active and inactive mutual funds.
- Permanent Identifiers: Uses unique identifiers (PERMNO, PERMCO) to track securities over time, enabling robust longitudinal studies.
- Integration with WRDS: Available through Wharton Research Data Services for academic and professional use.
CRSP data is widely used for backtesting investment strategies, conducting event studies, and performing quantitative research in finance.
