1926-2016

Any time you hear an investment professional mention the year 1926, he's telling you he's gotten his data from CRSP.

In 1960, Chicago Booth embarked on development of the world’s first comprehensive database for historical security prices and returns information. The research-quality data created by this transformational project established a vast amount of scholarly research for several generations of academics. Visit the special 90 Years of Data page to view a historical timeline, read a few factoids, and utilize our related graphic resources.

 

Current Release Notes Most Viewed Guides CRSP in Action

Includes data definitions, calculations, methodologies, and more.

Includes data definitions, link information, access functions, and cross reference information

Access tools and programming libraries for the CRSP US Stock & US Index Databases and CRSP/Compustat Merged databases.

Includes installation, data access, and tool usage

2016 Big Picture Interactive Chart


The Big Picture chart illustrates the investment returns of the major asset classes from 1926 onward.

CRSP Data is highlighted in the SPIVA® U.S. Year-End 2015 Report

Beyond the SPIVA Scorecard’s widely cited headline numbers is a rich data set that addresses issues related to measurement techniques, universe composition, and fund survivorship that are far less frequently discussed, but are often far more fascinating.

Wiley

Empirical Asset Pricing: The Cross Section of Stock Returns

CRSP Historical Market Data is featured in Empirical Asset Pricing: The Cross Section of Stock Returns, a new publication by Turan G. BaliRobert F. EngleScott Murray.

Announcements

David Booth Interview Series

In this four-part series, David Booth discusses CRSP’s history and the importance of research-quality data with Mark Hebner of IFA.

Part One | Part Two | Part Three | Part Four

New Academic Subscribers

Eight academic institutions have recently subscribed to CRSP historical data and they join the nearly 500 institutions, in 35 countries, relying on CRSP for scholarly research and classroom instruction.