CRSP offers research-quality financial and economic data to academic, commercial and government institutions whose research and publications must withstand rigorous analysis for accuracy.
CRSP Market Indexes blend advancements in academic research with industry practice, reflecting the way money managers actually invest.
Notable items with this release include:
– December was rough for nearly all Indexes with Value and Smaller Caps taking the brunt of the hit
– Mega and Large Growth were the only style Indexes to post gains for December
– Despite December’s performance, all cap and style Indexes ended the year with double digit returns
CRSP is excited to announce our collaboration with OptionMetrics, a leader in options data and analytics. This agreement enhances academic research by providing seamless integration of CRSP U.S. equities data with OptionMetrics options data, offering new possibilities for comprehensive market analysis.
CRSP data is featured in a Review of Accounting Studies paper showing that firms linked to “superstar” industry leaders face higher financial distress and bankruptcy risk. Read the full research paper.
©2024 CENTER FOR RESEARCH IN SECURITY PRICES, LLC. ALL RIGHTS RESERVED.
