Professor Nagel served as Executive Editor of the Journal of Finance, one of the leading academic finance journals in the world, from 2016 to 2022. Previously, he was an editor [...]
CRSP would like to congratulate Lubos Pastor on being elected to Vanguard’s Board of Directors. Lubos will be stepping down from CRSP’s Fiduciary Board, but will be remain on CRSP’s [...]
“While the Agg is often viewed as representing ‘the U.S. bond market,’ it in fact captures just 52% of the U.S. public bond market. Compare that with equity indices like [...]
Concurrent with the December quarterly ranking period, the Center for Research in Security Prices LLC (CRSP) is announcing the expansion of its CRSP Market Index (CRSPMI) product suite with the [...]
Research shows US index trackers lose out on nearly $4bn a year due to price moves created by front-running. CRSP Managing Director and Director of Indexes dive into this topic [...]
“The behemoths of the stock market have become so big that they’re distorting gauges that define company size. CRSP’s definition of large stocks includes those in the top 85% of [...]
Douglas W. Diamond, professor of the University of Chicago and longtime member of the CRSP Advisory Board, has been awarded the Sveriges Riksbank Prize in Economic Sciences in Memory of [...]
“Vanguard’s Total Stock Market Fund, at $1.3 trillion in assets, is a market unto itself – powered by an unassuming index called CRSP.” Read the full article at the Wall [...]