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February 29, 2016 12:00 AM

CRSP Now Available to Caltech Faculty and Students

As of January, 2016, Caltech is a subscriber to the Chicago Booth Center for Research in Security Prices (CRSP) database, thanks to the support of The Linde Institute and the Division of the Humanities and Social Sciences. CRSP is the premier database of historical U.S. publicly traded equity prices used by researchers and practitioners. The data also includes index returns (e.g., NASDAQ) that are useful for benchmarking and asset-pricing models. With CRSP, one can perform event studies around major corporate events or construct portfolios to test investment strategies. Equity prices cover the period from 1927 to 2015 (updated annually) and are available at the daily, monthly, and quarterly levels.