Answered By: [Unclaimed]
Last Updated: Dec 22, 2015     Views: 663

Q.
CRSP: historical coverage
What is the length of coverage of the CRSP stock price files?

A.

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.