CRSP: Financial and Market Data
Extensive archive of market and financial data, encompassing a wide range of instruments such as stocks, indexes, mutual funds, government securities, and real estate investment trusts (REITs)
CRSP: Financial and Market Data
The Center for Research in Security Prices (CRSP) maintains an extensive archive of market and financial data, encompassing a wide range of instruments such as stocks, indexes, mutual funds, government securities, and real estate investment trusts (REITs). These datasets are widely used in academic, policy, and institutional research that examines market behavior and economic trends.
Detailed Description
CRSP offers datasets built on consistent methodologies and rigorous validation standards. The data are used to support analyses in empirical finance, regulatory assessment, and economic modeling. Universities, investment firms, corporations, and public agencies rely on this data to study long-term market activity, evaluate financial performance, and apply historical perspectives to current financial questions.
The CRSP Market Indexes represent diversified collections of securities aligned with practical investment practices. In parallel, the Research Data Products (RDP) supply detailed and systematically reviewed financial metrics across asset types, supporting robust data analysis and model development. These resources are recognized in the academic community and among financial professionals for their reliability, consistency, and historical depth.
Key Features
- Datasets include coverage for publicly traded stocks, market indexes, mutual funds, U.S. Treasury securities, and REITs.
- Frequently used in university research, financial sector studies, internal corporate assessments, and public sector economic reviews.
- The CRSP Indexes are constructed to represent real investment patterns used by asset managers.
- Research Data Products are subject to scholarly review and emphasize accuracy and methodological clarity.
- Governance protocols ensure consistency, transparency, and precision in how data is curated and updated.
- These tools support macroeconomic research, long-term trend analysis, and the evaluation of financial strategies based on historical data.
Publisher: Center for Research in Security Prices (CRSP)
Data Source