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.
CRSPRDP
Important Notice: CRSP US Stock & Indexes Databases Flat File Format 2.0 (CIZ)
As communicated previously, CRSP is migrating to a new back office. This requires that subscribers migrate to the Stock & Indexes Flat File Format 2.0 (CIZ), which was made available in summer 2022. The December 2024 data which will be released in January 2025, is scheduled to be the last release of datasets produced in the Legacy (FIZ) and Flat File Format 1.0 (SIZ) formats. Subscribers may refer to several documents to become familiar with the Flat File Format 2.0 (CIZ) files.
November 11, 2024
