Dataset Groups Activity Stream 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. BibTex: @dataset{Liao_Zhu_and_Robert_A_Jarrow_and_Martin_T_Wells_2024, abstract = {The dataset used in this paper is the Center for Research in Securities Prices (CRSP) database sampled between January 1963 and December 2018.}, author = {Liao Zhu and Robert A. Jarrow and Martin T. Wells}, doi = {10.57702/1nn9sra8}, institution = {No Organization}, keyword = {'Asset Pricing', 'CRSP', 'CRSP Database', 'Database', 'Financial Data', 'Financial Markets', 'Stock Market', 'Stock Prices'}, month = {dec}, publisher = {TIB}, title = {CRSP Database}, url = {https://service.tib.eu/ldmservice/dataset/crsp-database}, year = {2024} }
