Center for Research in Security Prices

Center for Research in Security Prices

The Center for Research in Security Prices (CRSP) is a provider of historical stock market data. The Center is a part of the Graduate School of Business at the University of Chicago. CRSP maintains some of the largest and most comprehensive proprietary historical databases in stock market research. Academic researchers and investment professionals rely on CRSP for accurate, survivor bias-free information which provides a foundation for their research and analyses. As of 2006, CRSP claims almost 500 clients.

CRSP was founded in 1960 by James H. Lorie (professor of finance and diretor of research) and Lawrence Fisher (assistant professor of finance) of the University of Chicago, with a grant from Merrill Lynch, Pierce, Fenner & Smith. Its goal was to provide a source of accurate and comprehensive data that could be used to answer basic questions about the behavior of stock markets. The first effort of the Center was the production of a database consisting of monthly stock prices on the New York Stock Exchange for all common stocks from 1926 to 1962. Dividends, shares outstanding, capital changes, and delisting information was also included. Taken together, this data made possible the first comprehensive study of the rates of return on common stocks [Fisher & Lorie, "Rates of Return on Investments in Common Stocks"] . Since then the database has been kept up to date to the present day, daily data has been expanded back to 1926, and other exchanges and financial instruments have been added. CRSP's flagship databases include:
* Common stocks on the NYSE from 1926, AMEX from 1962, and NASDAQ from 1972
* CRSP Indices
* NASDAQ and S&P 500 Composite Indices
* NASDAQ and AMEX Industry Indices
* US Treasury bonds
* Survivor bias-free mutual funds
* Market capitalization reports;
* Proxy graphs for 10-K SEC filings
* Other custom datasetsIn partnership with Compustat, CRSP provides the CRSP/Compustat Merged Database, and in partnership with the Ziman School of Real Estate at UCLA's Anderson School of Business, the CRSP/Ziman REIT Data Series.

Notes

References

* cite journal
last = Clark
first = William
title = U. of C. Putting Stock Data Under Analysis
journal = Chicago Daily Tribune
pages = E4
date = 1962-06-13

* cite journal
last = Clark
first = William
title = Vast Stock Analysis a Tale of Many Woes
journal = Chicago Daily Tribune
pages = B6
date = 1962-06-14

* cite journal
title = Center to Analyze Stock Movements
journal = The New York Times
pages = 23
date = 1960-08-12

* cite journal
last = Fisher
first = L.
coauthors = Lorie, J. H.
title = Rates of Return on Investments in Common Stocks
journal = The Journal of Business of the University of Chicago
volume = 37
issue = 1
pages = 1–21
date = January 1964

External links

* [http://www.crsp.chicagogsb.edu/index.html CRSP home page]


Wikimedia Foundation. 2010.

Игры ⚽ Нужна курсовая?

Look at other dictionaries:

  • Center For Research In Security Prices - CRSP — A research center at the University of Chicago Graduate School of Business. The Center for Research In Security Prices (CRSP) is a vendor of historical time series data on securities. CRSP is a non profit center that is used by academic,… …   Investment dictionary

  • Center for Information Technology — The Center for Information Technology (CIT) is an agency of the United States Federal Government. CIT, first established in 1964 as the Division of Computer Research and Technology (DCRT), provides the technological and computational support and… …   Wikipedia

  • The Robert S. Strauss Center for International Security and Law — Infobox University name = The Robert S. Strauss Center for International Security and Law established = 2007 director = James M. Lindsay home = The University of Texas at Austin city = Austin, Texas country = United States website =… …   Wikipedia

  • Cumberland School of Law's Center for Biotechnology, Law, and Ethics — The Center for Biotechnology, Law, and Ethics …   Wikipedia

  • Carter Center — The Carter Center is a nongovernmental, not for profit organization founded in 1982 by former U.S. President Jimmy Carter and his wife Rosalynn Carter. In partnership with Emory University, The Carter Center works to advance human rights and… …   Wikipedia

  • Food security — refers to the availability of food and one s access to it. A household is considered food secure when its occupants do not live in hunger or fear of starvation. World wide around 852 million people are chronically hungry due to extreme poverty,… …   Wikipedia

  • Social Security (United States) — This article is about the retirement/disability program. For the general concept of providing welfare, see Social security. For other uses, see Social Security (disambiguation) …   Wikipedia

  • Social Security debate (United States) — This article concerns proposals to change the Social Security system in the United States. Social Security is a social insurance program officially called Old Age, Survivors, and Disability Insurance (OASDI), in reference to its three components …   Wikipedia

  • Rationale for the Iraq War — The rationale for the Iraq War (i.e., the 2003 invasion of Iraq and subsequent hostilities) has been a contentious issue since the Bush administration began actively pressing for military intervention in Iraq in late 2001. The primary… …   Wikipedia

  • Human security — is an emerging paradigm for understanding global vulnerabilities whose proponents challenge the traditional notion of national security by arguing that the proper referent for security should be the individual rather than the state. Human… …   Wikipedia

Share the article and excerpts

Direct link
… Do a right-click on the link above
and select “Copy Link”