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, Audit Analytics, IBES and more. Use the ‘Register’ button and your City email address to create an account. WRDS is a serious research tool for data and gives you access to a range of powerful analytics tools.
Additional files in CRSP provide stock indices, beta- and cap-based portfolios, treasury bond and risk-free rates, mutual funds and real estate data, and you can cross-search with sister database Compustat, which contains company fundamentals and market information.
Use this dataset if you want lots of comprehensive historical data to perform analysis on for your project or other coursework. It is a popular research resource in higher-end business schools, and institutional investors use it to back-test investment strategies and set benchmarks.
If you would like some help using our financial databases, contact your librarian for guidance and support.
