CRSP US Stock and Index Databases Data Descriptions Guide

Includes data definitions, calculations, methodologies, and more.

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CRSP in Action

Expectations in the Cross Section: Stock Price Reactions to the Information and Bias in Analyst-Expected Returns

Booth School of Business, University of Chicago

Evidence shows that the market does not efficiently incorporate expected returns implied by analyst price targets into prices.

The Impact of Recency Effects on Stock Market Prices

Finance Center Münster, University of Münster

Experimental evidence shows that recent observations have a stronger impact on the formation of beliefs than observations from the more distant past.

Hot Stocks Can Make You Rich. But They Probably Won’t.

The New York Times

Using a database developed at the University of Chicago, known as CRSP, for the Center for Research in Security Prices, Professor Bessembinder surveyed virtually every stock listed on the broad American market from July 1926 through December 2015.