Current Release Notes Most Viewed Guides CRSP in Action

Includes data definitions, calculations, methodologies, and more.


Includes data definitions, link information, access functions, and cross reference information.

Note: We are in the process of updating the online versions of our product guides. For the most current information, please download the PDF via the link below:

CRSP/Compustat Merged Database Guide

CRSP/Compustat Merged Database for SAS, ASCII & R 

Includes installation, data access, and tool usage

Includes file formats, data definitions and calculations. 

Eugune F. Fama on why "indexing is king"

Nobel prize winner Eugene F. Fama, who has spent 60 years as the consummate researcher and Robert R. McCormick Distinguished Service Professor of Finance at the University of Chicago Booth School of Business, has changed the way generations look at the stock market. His rigorous standards have elevated the work of students and colleagues. Click below to read his thoughts on the current market and why “indexing is king.”

CRSP Indexes: 2020 in Review

As CRSP celebrates 10 years of Investable Indexes, we look back on a most extraordinary year in the financial industry. In reviewing the state of the CRSP Market Indexes (“CRSPMI”) product suite, we want to put 2020 into historical perspective, and the following is a summary of notable events which utilize those CRSPMI benchmarks that most accurately represent the market, as well as the various capitalization and style metrics.