Research shows US index trackers lose out on nearly $4bn a year due to price moves created by front-running.
CRSP Managing Director and Director of Indexes dive into this topic in this article by Financial Times.
Announcements
CRSP is Now Available on Snowflake Marketplace
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.
February 27, 2025
