Current Release Notes Most Viewed Guides CRSP in Action

Includes data definitions, calculations, methodologies, and more.

Includes data definitions, link information, access functions, and cross reference information.

Note: We are in the process of updating the online versions of our product guides. For the most current information, please download the PDF via the link below:

CRSP/Compustat Merged Database Guide

CRSP/Compustat Merged Database for SAS, ASCII & R 

Includes installation, data access, and tool usage

Includes file formats, data definitions and calculations. 

CRSP Historical Custom Brokerage Index

Looking at the Security Brokers and Dealers historically by using CRSP US Stock Database to create a Brokerage Value-weighted index.

CRSP Research Data in Action - July 2021

In a paper “Do Stocks Outperform Treasury Bills?” Professor Hendrik Bessembinder shows, using CRSP historical data, that most of the wealth created by the stock market since 1926 can be accounted by just a few stocks throughout the history. In fact, as of December 2019 data, the top 50 companies have created over 40% of total wealth.

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