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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

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Cite this as

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

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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/