Do you want a large amount of historical time series data covering security prices, returns and volume data for stock exchanges in the US like the NYSE, AMEX, ARCA and NASDAQ? CRSP is the dataset for you. It is usually pronounced ‘crisp’ and is hosted on WRDS (pronounced like ‘words’), along with research datasets like Compustat,…Continue Reading CRSP: Center for Research in Security Prices Survivor Bias Free US Mutual Database
CRSP: Center for Research in Security Prices Survivor Bias Free US Mutual Database
