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Q. CRSP: historical coverage
What is the length of coverage of the CRSP stock price files?
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Answered By: Farha Hasan Last Updated: Jan 15, 2021 Views: 1125
Answered By: Farha Hasan
Last Updated: Jan 15, 2021 Views: 1125
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 MKT monthly from 7/31/1962 and daily from 7/02/1962
- NASDAQ monthly from 12/29/1972 and daily from 12/14/1972
- ARCA monthly from 3/31/2006 and daily from 3/8/2006
- BATS monthly from 1/31/2012 and daily from 1/24/2012
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
- Foreigns on NYSE, NYSE MKT, NASDAQ, Arca and Bats
- Americus Trust Components (Primes and Scores)
- HOLDRs Trusts
- REITs (Real Estate Investment Trusts)
CRSP is available through WRDS.
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