Explore CRSP’s stock database and find out why it is relied on by researchers across the globe.

Topics covered in this overview include:

• Types of Updates
• Time Series vs Event Files
• How to Merge the files

Data contained within the CRSP U.S. Stock database:

• Price and quote data (e.g. Open, close, bid/low, ask/high, trade-only).
• Holding period returns with and without dividends.
• Excess returns and other derived data items.
• Market capitalization.
• Shares outstanding.
• Trading volume.
• Security delisting information.
• Corporate actions.
• Identifiers, descriptors, and supplemental data items.

CRSP's rigorous analysis for accuracy and unique research source is characterized by its unmatched breadth, depth, and completeness — providing unique permanent identifiers backtesting, time series and event studies, and measurement of performance.