Center for Research in Security Prices (CRSP) Database

Overview

CRSP files cover common stocks listed on the NYSE, AMEX and Nasdaq Stock Markets, US Government Treasury issues, and US Mutual Funds. The database has a wide variety of financial and economic indices (market, total return, cap-based and custom) and other statistics used to gauge the performance of the broader market and economy in general. For the University of Toronto users, there are three portals open for data accessibility.

TS_PRINT window

The Finance Lab has CRSPAccess(TS_PRINT), CRSP's direct access database on the Lab server. This portal is only accessible from a computer connected to the University's network. Alternatively you can use WRDS or the CHASS Datacenter to access the CRSP data.Users can choose from a variety of vendor-supplied programs or create their own in C or Fortran.

Subscribed Databases

  • CRSP Daily Stocks
  • CRSP Monthly Bonds
  • Merged CRSP/Compustat DB
  • CRSP Indices
  • CRSP Mutual Funds