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Last Updated: Mar 03, 2015     Views: 318

The Center for Research in Security Prices (CRSP) has daily and monthly prices and returns for:

  • NYSE from 12/31/1925
  • NYSE Alternext US (AMEX prior to October 2008) from 7/02/1962
  • NASDAQ from 12/29/1972
  • NYSE ARCA from 3/31/2006 for monthly and 3/8/2006 for daily

The files include:

  • Common Stocks
  • Certificates
  • ADRs
  • Shares of Beneficial Interest
  • Units (Depository Units, Units of Beneficial Interest,Units of Limited Partnership Interest, Depository Receipts, etc.)
  • Closed-End Mutual Funds
  • Foreign stocks traded on NYSE, Alternext (AMEX), NASDAQ, and NYSE Arca
  • Americus Trust Components (Primes and Scores)
  • HOLDRs Trusts
  • REITs (Real Estate Investment Trusts)

CRSP is available through WRDS. Learn how to access WRDS.