Center for Research in Security Prices
 | This article includes a list of general references, but it lacks sufficient corresponding inline citations. (December 2014) |
The Center for Research in Security Prices, LLC (CRSP) is a provider of
survivor bias
-free information which provides a foundation for their research and analyses. As of 2023, CRSP claims over 600 clients. The name is usually pronounced "crisp".
CRSP was founded in 1960 by James H. Lorie (professor of finance and director 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.[1]
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.
On January 1, 2020, CRSP spun off from Chicago Booth and became Center for Research in Security Prices, LLC. CRSP, LLC is an affiliate of the University of Chicago Booth School of Business.
CRSP's flagship databases include:
- Common stocks on the NASDAQfrom 1972
- CRSP Indexes
- 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 SECfilings
- Other custom datasets
In partnership with
REIT
Data Series.
Notes
- ^ Fisher & Lorie, "Rates of Return on Investments in Common Stocks"
References
- Clark, William (1962-06-13). "U. of C. Putting Stock Data Under Analysis". Chicago Daily Tribune: E4.
- Clark, William (1962-06-14). "Vast Stock Analysis a Tale of Many Woes". Chicago Daily Tribune: B6.
- "Center to Analyze Stock Movements". The New York Times: 23. 1960-08-12.
- Fisher, L.; Lorie, J. H. (January 1964). "Rates of Return on Investments in Common Stocks". The Journal of Business of the University of Chicago. 37 (1): 1–21.