CRSP refers to the acronym for the Center for Research in Security Prices. Founded in 1960, CRSP is a leading provider of historical and current data on security prices for the finance and academic communities. The organization provides comprehensive databases and research support to facilitate empirical studies and financial analysis.
CRSP maintains several databases, including the CRSP US Stock Databases, which consist of historical stock prices, returns, and indices data for all publicly traded securities on the NYSE, AMEX, and NASDAQ exchanges. These databases cover a wide range of equities, including common stocks, REITs, and ADRs. Another notable database offered by CRSP is the CRSP Mutual Fund Database, which contains information on mutual fund holdings, characteristics, and performance.
Additionally, CRSP offers various research tools and services to help users analyze and interpret their data effectively. These tools include portfolio evaluation, benchmark construction, event studies, risk modeling, and performance measurement.
The data provided by CRSP is widely used by researchers, financial professionals, and academics for a multitude of purposes, such as studying market trends, analyzing investment performance, developing trading strategies, and conducting empirical research in finance. The organization's robust and comprehensive datasets have made CRSP a trusted resource in the field of finance, contributing significantly to advancements in empirical finance and investment analysis.
