“The behemoths of the stock market have become so big that they’re distorting gauges that define company size. CRSP’s definition of large stocks includes those in the top 85% of the entire market. The norm from other index providers is to count stocks from the biggest down and define those after a certain number as small.”
Read the full article at The Wall Street Journal.
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.
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