NOTICE: Access to CRSP is now available through our subscription to WRDS
Often known by its acronym CRSP, Center for Research in Security Prices is a research center at the Booth School of Business (founded in 1898) of the University of Chicago. CRSP is a non-profit center which also functions as a vendor of historical data.
The Business School currently subscribes to the following CRSP databases:
- December 2009 2020 CRSP US Stock Database
- December 2009 2020 CRSP US Indices Database
- December 2009 2020 CRSP US Treasuries Database
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CRSP binary data can be directly extracted into SAS using Eventus. Eventus is an add-in to SAS which accesses CRSP data from the Suffolk network and performs event studies. Eventus is installed by default in SAS.
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View document that provides guidance on accessing CRSP data through SAS - Courtesy of Professor Robyn McLaughlin, Finance Department |
CRSP Website FAQ's
http://www.crsp.comorg/about-crsp/faq.htm
CRSP
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Documentation
http://www.crsp.comorg/documentation/kb/index.html