CRSP Database

The dataset used in this paper is the Center for Research in Securities Prices (CRSP) database sampled between January 1963 and December 2018.

Data and Resources

Cite this as

Liao Zhu, Robert A. Jarrow, Martin T. Wells (2024). Dataset: CRSP Database. https://doi.org/10.57702/1nn9sra8

DOI retrieved: December 16, 2024

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2011.04171
Citation
  • https://doi.org/10.48550/arXiv.2107.14410
  • https://doi.org/10.48550/arXiv.2208.14267
Author Liao Zhu
More Authors
Robert A. Jarrow
Martin T. Wells
Homepage https://crsp.ken.french.fr/