CRSP Historical Indexes Database

NameCRSP Historical Indexes Database
DescriptionCRSP’s unique historical Indexes Databases serve as benchmarks for the investment community, and as a foundation for academic research. Created according to clear, unbiased and systematic processes, these indexes undergo rigorous procedures to promote data accuracy, timeliness and consistency. Each CRSP index is offered as a series that contains decile subsets for market analysis. The CRSP Indexes database contains five groups of CRSP indexes: the CRSP Stock File Indexes, the CRSP Cap-Based Portfolios, the CRSP Indexes for the S&P 500 Universe, the CRSP Treasury and Inflation (CTI) Indexes, and the CRSP Select Treasury Indexes.
 Contents
Keywordbenchmark ; CRSP Cap-Based Portfolios ; CRSP Select Treasury Indices ; CRSP Stock File Indices ; CRSP Treasury and Inflation (CTI) Indices ; index ; market analysis ; S&P 500 Universe ; United States
Subjectbonds ; securities ; stock price indexes
JEL code 
  
Datatype 
Material type 
 Time period
Year start1925
Year endCurrent
 Audience
Department 
CollectionECO
 Access
AccessUser Account
 Find Publications
Publications Find publications about, or using data from, this database in
EconPapers
Google Scholar
Tilburg University Research Portal