Building a Better Market Index
Investable indexes from UChicago’s CRSP use research-backed principles developed by Booth faculty. By Amy Merrick | March 27, 2025
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Important Notice: CRSP US Stock & Indexes Databases
As previously communicated, CRSP introduced the Stock & Indexes Flat File Format 2.0 (CIZ) in summer 2022. The December 2024 data which was released in January 2025 was the last release of datasets produced in the Legacy (FIZ) and Flat File Format 1.0 (SIZ) formats.
WRDS Research Webinar Series – Flat File Format 2.0 (CIZ)
We are delighted to invite Ph.D. students, faculty members, and friends to a WRDS webinar on the newly released CRSP CIZ (Version 2) data format. WEBINAR
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What We Do
CRSP provides data of the highest integrity and transparency to ensure the strongest foundation for economic forecasting, stock market research and financial analysis conducted by academic organizations, investment banks, brokerage firms, corporations and government agencies. Our data has led to the transformation of the world of finance.
CRSP Market Indexes blend advancements in academic research with industry practice, reflecting the way money managers actually invest.
CRSP offers research-quality financial and economic data to academic, commercial and government institutions whose research and publications must withstand rigorous analysis for accuracy.
Notable items with this release include: - Markets broadly rallied throughout Q2, with every Cap and Style Index posting gains over the previous 3 months. - Growth largely outperformed Value [...]
We are delighted to invite Ph.D. students, faculty members, and friends to a WRDS webinar on the newly released CRSP CIZ (Version 2) data format. [...]
