CRSP - The Center for Research in Security Prices

Additional Index Materials

The Center for Research in Security Prices (CRSP) is the recognized leading provider of research-quality, historical market data and returns. Founded in 1960 as a research center at the University of Chicago Booth School of Business to develop the first definitive measurement of long-run market returns, CRSP has long been an integral part of the academic and commercial world of financial and economic research. Since its inception, CRSP has partnered with the investment industry to develop and maintain databases and market indexes that are widely used by academics and commercial practitioners.

Most recently, CRSP was thrust into the limelight when Vanguard announced that over the next several months, it will begin using indexes from CRSP’s family of 26 new investable indexes, as substitutes for indexes currently provided by MSCI.

John C. Heaton

Lubos Pastor

CRSP’s strong academic underpinnings with Chicago Booth allowed us to leverage the expertise of our faculty in developing the new real-time indexes and the related research products.

John C. Heaton, Joseph L. Gidwitz Professor of Finance and Deputy Dean for Faculty, and Lubos Pastor, Charles P. McQuaid Professor of Finance, both of the Chicago Booth School of Business, serve as consultants to the CRSP Indexes project and have been central to developing CRSP’s unique methodology. Professors Pastor and Heaton have diverse research interests related to stocks and have received numerous awards for their work. They provide an academic perspective that is grounded in a desire to understand the impact of financial and economic phenomena on businesses and consumers. Click on photos to read more.