CRSP Indexes Rank in ETFGI Update

According to ETFGI, CRSP ranks fifth among index providers, with over $225 billion of ETF assets linked to the CRSP US Equity Index benchmarks. See the list of the top 20 index providers below. You can also view the types of funds tracking CRSP indexes here

CRSP welcomes new scholarly researchers and teachers

The following twelve institutions have recently joined the nearly 500 subscribers in 36 countries that rely on CRSP historical data.

China Wuhan University
China SUN YAT-SEN UNIVERSITY
Germany European Central Bank
Luxembourg University of Luxembourg
Russia Russian Presidential Academy of National Economy and Public Administration
Spain Barcelona Graduate School of Economics
US - California University of the Pacific
US - California California State University, Los Angeles
US - Connecticut Southern Connecticut State University
US - Massachusetts University of Massachusetts Dartmouth
US - Michigan Michigan Technological University
US - Pennsylvania Duquesne University

To learn more about CRSP data subscriptions, please visit our research products or contact us

Release Notes Most Viewed Guides CRSP in Action

CRSP Survivor-Bias-Free US Mutual Funds

CRSP US Stock Databases

CRSP/Ziman Real Estate Database

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

Latest Chicago Booth Review Features CRSP Board Members

Chicago Booth Review

The Chicago Booth Review recently spoke with CRSP Board member Douglas Diamond regarding lessons learned from the 2007-10 financial crisis and whether or not the ensuing regulation has made our economy less vulnerable to another crisis. In the “Footnotes” section of the magazine, CRSP Board Chairman Eugene Fama weighs in on market efficiency, active management, and corporate governance among other topics, and explains why investors shouldn’t buy hedge funds.

The Art (and Science) of Index Construction

Vanguard Blog for Institutional Investors

CRSP COO Dave Barclay weighs in on what makes a great index index on the Vanguard Blog for Institutional Investors.

Announcements

Transitional Reconstitution for CRSP Equity Indexes

CRSP has implemented a transitional reconstitution process for its 33 equity indexes, which will commence with the September 2017 reconstitution. This new methodology represents a departure from the more standard practice of making all changes to an index in a single day and better aligns CRSP Equity Indexes with the investment community’s best practices.

Bats and IEX to Become CRSP Exchanges of Interest

CRSP Index-eligible securities now include US common equities that are listed on the Bats Exchanges and the Investors Exchange. The addition of the two exchanges marks the first time that CRSP has expanded its universe of primary exchanges since the October 2012 launch of its investible indexes. This move was made to insure that our universe of primary exchanges allows us to better reflect the US equity market.