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Finding data

CRSP

Access is provided through the WRDS interface. To get access, you need to enter your institutional email address (that is, the email address ending in '@vu.nl' or '@student.vu.nl') on the WRDS home page. You will receive your Day Pass link from WRDS by mail, usually within a few minutes.

The Day Pass is sufficient for access to the data, both on campus and remotely. In exceptional cases, for example if you need access to the programming backend in WRDS, you need to apply for a personal account. Click 'register' on the top of the WRDS home page, and fill out the form. Bachelor students should apply for a Master account type.

Content

The following databases are licensed from the Center for Research in Security Prices.

Database Description

CRSP Mutual Fund Database

Database of both active and inactive mutual funds. The CRSP US Mutual Fund Database serves as a foundation for research in and benchmarking for this asset class. Central to this work is the use of survivor-bias-free data to insure the accuracy of performance benchmarks, and the validity of analyses.

CRSP 1925 US Stock Database

The CRSP US Stock Database contains end-of-day and month-end prices on all listed NYSE, Amex, and NASDAQ common stocks along with basic market indices, and includes distribution information and calculated total returns.

CRSP 1925 US Indices Database

CRSP Indices database contains five groups of CRSP indices: the CRSP Stock File Indices, the CRSP Cap-Based Portfolios, the CRSP Indices for the S&P 500 Universe, the CRSP Treasury and Inflation (CTI) Indices, and the CRSP Select Treasury Indices.

CRSP/Compustat Merged Database

Database allows for concurrent database access to CRSP’s stock data and Compustat’s fundamental data. The CRSP Link maps complex, many-to-many relationships over time between CRSP’s unique permanent identifiers (PERMNO and PERMCO), and Compustat’s unique permanent identifier (GVKEY). This link permits the seamless time series examination of CRSP and of Compustat companies and securities side by side, regardless of CUSIP or ticker changes.

Documentation and manuals

See the CRSP website.

Other information

Practical information on using this database is also available at the Financial Research and Databases blog.