Douglas W. Diamond, professor of the University of Chicago and longtime member of the CRSP Advisory Board, has been awarded the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2022.
CRSP CEO David Barclay was invited to participate in the closing bell ceremony at CBOT in Chicago on September 12 in recognition of the Index Industry Association’s 10th year.
According to Morningstar, “Vanguard Value Index's (VVIAX) broadly diversified portfolio, low turnover, and pronounced cost advantage make it one of the best large-value funds available.”
The Vanguard Value ETF seeks to track the performance of the CRSP U.S. Large Cap Value Index, which measures the returns of large-cap value stocks. The fund holds about 350 different stocks.
Indexes have broad reach, but the amount of the U.S. market’s investable market capitalization they capture varies. Broad diversification ensures that investors have a stake in the market’s winners and mitigates the impact of owning a lot of losers. This article describes how the CRSP Indexes seek to deliver optimal and comprehensive market exposure.
Vanguard, the 44-year-old mutual giant famous for popularizing index investing, has completed one of the most noteworthy implementations of blockchain technology for a financial institution to date.
Author Information:
Chuchu Liang | University of California, Irvine
Ben Lourie | University of California, Irvine
Alexander Nekrasov | University of Illinois at Chicago
CRSP/Compustat Merged Database, CRSP US Stock Databases, CRSP US Treasury Database
Author Information:
Ravi Bansal | Fuqua School of Business, Duke University
Dana Kiku | University of Illinois at Urbana-Champaign
Marcelo Ochoa | Federal Reserve Board
Author Information:
Kai Li | Sauder School of Business, University of British Columbia
Feng Mai | Stevens Institute of Technology
Rui Shen | Nanyang Business School, Nanyang Technological University
Xinyan Yan | School of Business Administration, University of Dayton
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CRSP in the News
Douglas Diamond wins Nobel Prize for research on banks and financial crises
Douglas W. Diamond, professor of the University of Chicago and longtime member of the CRSP Advisory Board, has been awarded the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2022.
CBOT Closing Bell Ceremony - September 12
CRSP CEO David Barclay was invited to participate in the closing bell ceremony at CBOT in Chicago on September 12 in recognition of the Index Industry Association’s 10th year.
Why Vanguard Value Index Is a Good Investment Today
According to Morningstar, “Vanguard Value Index's (VVIAX) broadly diversified portfolio, low turnover, and pronounced cost advantage make it one of the best large-value funds available.”
Best value ETFs
The Vanguard Value ETF seeks to track the performance of the CRSP U.S. Large Cap Value Index, which measures the returns of large-cap value stocks. The fund holds about 350 different stocks.
Passive ETFS Hit by Billion-Dollar Rebalancing Costs
Research shows US index trackers lose out on nearly $4bn a year due to price moves created by front-running.
The Mutual Fund That Ate Wall Street—Based on an Index Few People Know About
Vanguard’s Total Stock Market Fund, at $1.3 trillion in assets, is a market unto itself—powered by an unassuming index called CRSP.
When It Comes to Indexes, the Devil is in the Details
Indexes have broad reach, but the amount of the U.S. market’s investable market capitalization they capture varies. Broad diversification ensures that investors have a stake in the market’s winners and mitigates the impact of owning a lot of losers. This article describes how the CRSP Indexes seek to deliver optimal and comprehensive market exposure.
Vanguard Is Now Using Blockchain Technology To Help Manage $1.3 Trillion In Index Funds
Vanguard, the 44-year-old mutual giant famous for popularizing index investing, has completed one of the most noteworthy implementations of blockchain technology for a financial institution to date.
Research Papers Using CRSP Data
The Gender Position Gap and Firm Performance
Author Information:
Chuchu Liang | University of California, Irvine
Ben Lourie | University of California, Irvine
Alexander Nekrasov | University of Illinois at Chicago
Climate Change Risk
Author Information:
Ravi Bansal | Fuqua School of Business, Duke University
Dana Kiku | University of Illinois at Urbana-Champaign
Marcelo Ochoa | Federal Reserve Board
Corporate Culture and Mergers and Acquisitions: Evidence from Machine Learning
Author Information:
Kai Li | Sauder School of Business, University of British Columbia
Feng Mai | Stevens Institute of Technology
Rui Shen | Nanyang Business School, Nanyang Technological University
Xinyan Yan | School of Business Administration, University of Dayton